They're built using much larger feature sizes but on completely separate lines.
Its not that the IGBT / MOSFETs are built on these microcontrollers. Its that the Gate-Driver can be integrated into a microcontroller (simplifying the circuit design and reducing the number of parts you need to buy).
Under normal circumstances, a microcontroller can probably source/sink 1mA (too little to adequately turn on an IGBT). You amplify the 1mA with a gate-driver chip into 100mA, and then the amplified 100mA is used to turn on/off the IGBT.
By integrating a gate-driver into the microcontroller, you save a part.
They also have to be located close to the IGBT and the designers would want it as a separate part because it gives them enormous flexibility. You aren't saving much by adding a gate driver to a micro and I can't think of any micro that has it integrated. There are simple things like motor drivers, etc. that may have a gate driver integrated but that's not a micro and those are also built on large nodes -- much larger than nodes used for microcontrollers.
FWIW: I design advanced node (20-5nm) ASICs for a living, and have designed on older nodes before. I've also worked in power electronics.
Alternatively: they're car-scale products dealing primarily with high electric currents (10s or 100s of milliamps) and/or higher voltages (5V instead of 1.3V).
Smaller chips use (and therefore output) less current than larger scale chips. But if your goal is to output 10mA to better drive an IGBT or other transistor anyway, then you really prefer 40nm to 130nm ANYWAY, because those larger sizes are just a lot better at moving those large currents around.
Bigger wires mean bigger currents.