C++ is a highly portable language. There are C++ compilers for almost every platform. Even languages which are in theory as or more portable, like Python, may have no standard implementation for a particular platform. For instance, to write a Python game for the XBox, you would at least need to write a C++ loader around libpython since there is no way to directly run Python code on the XBox. The same goes for most other languages. Note that you will generally have to port an OS-specific layer for each platform with C++, but then this is no different than needing to port another language's interpreter or standard library. Your target platforms may mandate or strongly encourage the use of C++.
Just about every single notable middleware, library, and OS provides a C or C++ API. In order to use these libraries from other languages, at the bare minimum a wrapper must be written. Sometimes these wrappers are not trivial to write. There's a lot of time and money to be saved by being able to drop in Scaleform, Havok, SpeedTree, or so on to your game which you will have a tougher time doing if you're writing in Java or Ruby or somesuch. The features you want to support and the amount of money you're willing to spend independently developing them may push you towards C++.
The experienced game developers in the industry typically know C++ very well but may be somewhat "deficient" when it comes to today's popular Web/FOSS favorites. If you're making a game you may need to plan for the future and think about what it'll be like trying to find an experienced games developer down the road. You may find it easier with C++ simply because there simply aren't any 10-year games industry veterans whose games experience is primarily with, say, Scala. HR concerns are eased with C++.
Learning & Career Growth
The advantages of other languages are usually given as them being easier to learn, more concise to code in, safer, and so on. However, while C++ is not at all great by any stretch of the imagination in those departments, it's not terrible. If you're a developer who already has C++ experience, there's little reason to bother switching. Other options can be better in many instances, but only somewhat, and generally not enough to be worth throwing away years of experience or expensive tools and libraries. This is less a reason to choose C++ and more a reason not to choose something else if you're already a C++ developer. It's easy to get into the habit of always wanting "the new shiny" but it often just isn't worth the hassle. This applies to languages, operating systems, libraries, tools, and so on. Use what works and only switch up when there is a very clear and concrete benefit to doing so. Choose C++ when you don't have a strong reason not to.
This topic was left last on purpose. Yes, C++ can be a good deal faster than most other languages if used properly. This almost certainly does not actually matter in practice. Even for the Big Guys, the runtime efficiency gains of C++ over Java are barely of importance. The things that kill performance in games are typically just as likely to kill performance for you in C++ as in any other language. Some languages, such as Java, do make it harder to deal with modern CPU caches on the like, but you can get by. Unless you're making the next Grand Theft Auto and targeting the last generation of consoles, you probably don't need C++ for efficiency's sake. Massively complex games on consumer hardware essentially require C++.