Unreal Engine also do something called a Unity build (the irony) which also put multiple cpp files in one big file by using #include
That's not really the same thing. Unreal's "Unity" build is more of a build time optimization. It doesn't output actual source files you can drop into a project like SQLite's amalgamation.
Perhaps similar in structure. But different in both goal and output.
Xonsh, a Python-based shell, used to do this for startup speed reasons, but got rid of it on account of stack traces being a mess afterwards.
This appears to be a hand-rolled Unity build..