Think of it like the difference between building a bicycle by taking existing parts and assembling them, vs just starting with raw materials and fashining a bicycle. If you use the pre-built seat that has a spring (suspension) on it, then you get that "for free." If you're assembling from scratch, you either have to build a spring (not very easy) or go without one. For many bikes, it's going to be without and for the ones that do it, odds that the spring will be as good as or better are low.

With a game engine the OS is basially handing you a blank canvas and telling you to draw what you want. With a GUI toolkit like GTK or Qt, the "OS" is handing you a bunch of pre-made parts and you get to arrange them on the page how you like.

If you're writing a game, the former is obviously better. If you're writing a standard application, the latter is usually better. By "better" I mean higher quality output, and less work to construct.