Steem Engine is currently not a side-chain, as it fully depends on Steem for transactions to be recorded. It is currently more like a child-chain of Steem, like the ones on Ardor.
Ardor is a blockchain. It is a simplified version of Nxt. Most of the features from Nxt where implemented in the Ignis project, instead, which was their first child-chain. A transaction on the Ignis chain is not directly recorded into the Ardor chain, leaving Ignis enough space to change what a valid transaction is, as long as there where nodes which bundle these transactions into an Ardor block. Ardor chain recognizes those transactions as being from a child-chain.
That's the way Steem Engine works. User's transactions are recorded into the Steem blockchain, coming from the steemian account or from other accounts -like "market" one-, creating the illusion that there were blocks on the Steem Engine chain AND blocks on the Steem chain, while there are no blocks on the Steem Engine one.
Steem Engine is not a sidechain, no matter how you define a sidechain.
They are showing virtual blocks on one chain which are useless as they are just showing only transactions interesting to the Steem Engine project in that way. They don't need all of that. Filtering blocks on the Steem blockchain which include Steem Engine transactions will do the same.