Active Brownian engines rectify energy from reservoirs composed of self-propelling nonequilibrium molecules into work. We consider a class of such engines based on an underdamped Brownian particle trapped in a power-law potential. The energy they transform has thermodynamic properties of heat only if the nonequilibrium reservoir can be assigned a suitable effective temperature consistent with the second law and thus yielding an upper bound on the engine efficiency. The effective temperature exists if the total force exerted on the particle by the bath is not correlated with the particle position. In general, this occurs if the noise autocorrelation function and the friction kernel are proportional as in the fluctuation-dissipation theorem. But even if the proportionality is broken, the effective temperature can be defined in restricted, fine-tuned, parameter regimes, as we demonstrate on a specific example with harmonic potential.