Are there any (differential) geometries of interest which cannot be formulated as Cartan geometries?

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Cartan geometry is a generalization of Klein's Erlangen program. For every homogeneous model space, we have a corresponding type of Cartan geometry obtained by "rolling without sliding" the model space.

Are there any (differential) geometries of interest that cannot be realized as Cartan geometries? If so, by allowing infinite dimensional Lie groups, does this resolve the issue? Can we then realize every differential geometry as a Cartan geometry?