The original PSO2 doesn't use the Hedgehog Engine. It uses a modified version of the engine that powered Phantasy Star Universe. This was a common misconception at launch. No idea if PSO2 NGS does though. But considering that Hedgehog Engine 2 has only been used in Sonic Team/Sega CS2 developed games like Sonic Forces and Sakura Wars 2019 (PSO2 & NGS are both developed by Sega Online R&D), I wouldn't be surprised if it doesn't either.