Hi Radi,
Thanks for posting your question, I'm John-Henry Scherck, Web Strategist for WP Engine.
After some testing on our end, we are seeing Rogerbot getting status 200s when it/he crawls sites on WP Engine, I even tested it on my personal site that also runs on WP Engine and was able to crawl it successfully. However, that doesn't mean everything is resolved - we want you to get the most out of Moz and have a great experience using WP Engine
So, the best thing to do is to submit a ticket through our user portal and we can look into the 403 issue for you.
However, I can confirm that Dotbot has been blocked by WP Engine for some time. At least as far back as 2012, probably earlier. Normally bots get blocked for being resource intensive, but we can take an internal look at allowing Dotbot for users who need to use it. If you want to use Dotbot on your site, please fill out a ticket in the user portal and our support and tech ops teams will look into for you.
Thanks for being a customer and please feel free to reach out to me in the future if you have any issues,
John-Henry