I think it is down to how you want to go about it, you could build a world in cube2 and then import that into UE4, same as with minecraft, if that works the best for you, there is no reason you couldn’t do it way.
As I mentioned before though, there are certain programs that do one thing better than most other. is true for all the game engines available, as well as the content creation tools. There is no reason you cannot combine these different approaches into your workflow, everyone has different preferences as to how they go about creating a game, does not mean anyone is right or wrong, you just have to use the tools you feel will suit your needs the best.
I’m sorry I was not trying to tell you “how you’re supposed to do it”, because in the end, there is no “Right” way of doing it. The best way is always the way you feel comfortable with as well as provides the look and feel you are going for.
Sorry I couldn’t help much, but “are we using the right tools?” is a topic of conversation a lot of us have, internally, and on the forums. I hope you understand I’m just throwing some ideas your way, and you will be a better designer the more you know, so sometimes going a different path is worth it in the end. 