You can do Champion/Challenger testing of emails in Engagement Programs. Just right click on the email and New test. Ok. It's not the A/B testing feature, but it is still testing.
I think that their philosophy is that A/B emails are Blasts & Champ/Chal are triggered. Because the two types of programs, email vs engagement operate off of different sending methods, they get their own type of testing. Ok, maybe that's a stretch, but as I see it.
A/B Test (Email program) - Batch - Send out a %, wait to find results, Send out a remainder at a specific time. Champion/Challenger (Engagement programs) - Triggered - Send a % all at once during a cast, monitor results over time.
To be clear, A/B testing can be done with emails used in engagement programs through the Challenger testing feature. However Email Programs cannot be nested in Engagement Programs. Labeling an idea titled "Nest Email Programs in Engagement Programs" as "already have it" is not really true.