Why C++ for Unreal 4?

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Because in all probability you’re not doing anything that needs that kind of speed.

Games in Unity usually use C# (or UnityScript, or Boo) for their game logic, and last I checked, they don’t exactly run at a snail’s pace on my machine.
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If I have option a - run 200% faster (at least) and option b - run 200% slower (at best), I use option a - every time.

C# doesn’t give you anything, takes virtually everything from you. Why would I want that?

And people who say, hey I don’t need 200% performance increase (at least), and I am happy with my slo-mo creature (be it java, javascript, lua, c# or other unmentionables)? To me they are exactly the same type of people who drive opel corsa (or similar) and when they see someone driving Ferrari they say: hey I don’t need that speed, why would I want that if my opel corsa gets the job done and moves me from A to B? Yeah, sure…