A chunk has already switched to C# with Unity. Most other engines (proprietary, Unreal, etc) have decades of C++ that would require too much effort to migrate to anything new.
Unity is still written in C++. It's fairly common to write the core engine in C++ and use a language like Lua, or as is more common in AAA, some proprietary scripting language for gameplay code.
This kind of thing in general is very common and goes back decades, it's just that the languages used to be custom (QuakeC, UnrealScript etc) before the industry largely standardized around Lua. Some older games also experimented with Python for this, and I recall even seeing Tcl once.