Could you imagine the processing power it would take to render something like that (on a fully animated character) in real-time.
Unfortunately most of the game development software isn’t at that level yet. You can have super realistic looking visuals by baking light, you can combine image effects to create increadibly fun and realistic looking stuff. But sadly, we are not at the stage where we can continually render fur with thousands of little hairs, along with everything else.
If there are games with such detailed fur, they most likely spent years developing an engine just for that very purpose. Unity focuses on an increadibly wide range of genres and styles, so I don’t expect we’ll be seeing something like this anytime soon.
You can of course use 4K resolution maps and textures, and do a whole lot of stuff to make it look like actual fur. But when I think “fur” I think something like Zootopia, where there are literally tens of thousands of hairs on each character.
And on the subject of Blender. It has a very different shading and rendering workflow to Unity. Let alone the particle system.