The idea is simple - if company wrote the code, it thus owns all the rights, and thus it can give it to some parties under GPL license, to others under commercial license, and to someone else they can give it as a gift, or rent, or whatever they want.
The fact that they provided the code to some party under GPL, places GPL restrictions on that party, but it can place no restrictions on code owner.
Only, if code owner used in their software some 3-rd party GPL code, written and owned by someone else, then their whole project is locked into GPL forever (or until they remove this 3-rd party GPL code or obtain a non-GPL license for it). Please note that that the same is equally true for no-GPL, 100% commercial engine - if they happen to include some GPL code, they violate GPL, have no right to sell commercial licenses and you have no right to buy such license.
Thus, if all the code in the "Cafu Engine" is written by Cafu staff, you have no problem with the GPL. If you get a commercial license from Cafu, then the GPL license does not apply to you at all.