It is possible though with some fees:
HE Token (LEO, CENT, etc) --> SWAP.HIVE (or any other token that Hive-Engine will let you withdraw i.e --SWAP.BTC, SWAP.ETH, etc.)
On your Hive-Engine wallet page click the red withdraw box at toppish right. It will open up a menu to select what to withdraw. I usually do SWAP.BTC to BTC, but you can do others (ETH, LTC, etc).
Alright I will check it out much later.. appreciate