If 'having a degree' is a 'big deal' for the company, it's probably not the best place to work anyway.
But what that question might uncover is that the interviewer is concerned that because you lack a degree, you might lack some CS background. That's a valid concern that you could refute by talking about how you've learned a lot on your own.
It's hard to fake having an engineering education, and if you have one it should show in an interview whether or not you have the degree.
Which I learned because I'm curious, not because I have a degree in anything related.
Why? Because impressions matter and will frame you as "X", until you strongly challenge and overthrow that initial impression.
"An adiabatic process occurs without transferring heat or mass between a thermodynamic system and its surroundings. Unlike an isothermal process, an adiabatic process transfers energy to the surroundings only as work."
True. What I usually do is point out the amount of hours it would take to get a PhD on average, and compare it to the number of hours I've spent furthering my education and honing my craft. It is in fact more time spent than it would take to obtain a PhD.
It's akin to asking someone in a date "any reason why you wouldn't like me?". It feels like lacking confidence and anticipating rejection.
This question could make sense if you don't get an offer. If you get a chance to talk to the recruiter, you can ask them if there are particular things you could try to improve if you were to interview again at their company.