The documentation states that setting a custom max-age per document is possible, which is helpful for 'Settings' or other queries that may not be invalidated properly. However, it appears that WP Engine has certain limitations.

WP Engine support page on Cache Control Headers

• The X-Cacheable header will be set to YES:[MAX-AGE].000 for any value equal to or greater than 600. For values less than 600, it will be set to SHORT.
• The Cache-Control header will include max-age=[MAX-AGE], must-revalidate, and the MAX-AGE will be overwritten to 600 for any value lower than that.

While the WP Engine rule seems restrictive and prevents us to not to caching certain documents, mentioning it in the documentation could be beneficial as it might take time to discover and understand this behavior.