This is true for simple UDP, but reliable transports are often built over UDP.
As with anything in computing, there are trade-offs between the approaches. One example is QUIC now widespread in browsers.
MoldUDP64 is used by various exchanges (that's NASDAQ's name, others do something close). It's a simple UDP protocol with sequence numbers; works great on quality networks with well-tuned receivers (or FPGAs). This is an old-school blog article about the earlier MoldUDP:
Another is Aeron.io, which is a high-performance messaging system that includes a reliable unicast/multicast transport. There is so much cool stuff in this project and it is useful to study. I saw this deep-dive into the Aeron reliable multicast protocol live and it is quite good, albeit behind a sign-up.
Strictly speaking, you can put any protocol on top of UDP, including a copy of TCP...
But I took parent's question as "should I be using UDP sockets instead of TCP sockets". Once you invent your new protocol instead of UDP or on top of it, you can have any features you want.
