[Limitation?] Replay server doesn't start with storage engine enabled

Issue:
--------
mtr test runs with federated storage engine enabled
Replay server doesn't enable it , hence create table fails

ReplayTest: Query failed on replay server: 1286 Unknown storage engine 'FEDERATED'
ReplayTest: Failed query was: CREATE TABLE `fed_t1` (
`foo_id` bigint(20) unsigned NOT NULL,
`foo_name` varchar(255) DEFAULT NULL,
`parent_foo_id` bigint(20) unsigned DEFAULT NULL,
PRIMARY KEY (`foo_id`),
KEY `foo_name` (`foo_name`),
KEY `parent_foo_id` (`parent_foo_id`)
) ENGINE=FEDERATED DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_uca1400_ai_ci CONNECTION='mysql://root@127.0.0.1:19030/test/t1'

How to repro:

./mtr federated.optimizer --replay-server