The world engine is not the only problematic part of their endeavor. Cosmic energy needs supreme law to control it too. If not for the activation of the cosmic energy within Helios by the void universe when Soverick comprehended a law, then it wouldn't have flowed into their mind network and strengthened them.
As it is, they still don't have a way to control cosmic energy properly.
Legion-7 was able to manipulate cosmic only after consuming a supreme law himself and by using the innate attraction between cosmic energy and law fragments to make cosmic energy do what they wanted it to do. Even so, his control of cosmic energy is far from being optimal.
The World engine on the other hand cannot be coerced. It either switches on or it doesn't. They have tried and failed to activate it. And Soverick doubts they will be able to remove its resistance to manipulation unless there is a supreme law to work with.