a /lot/ of reasons. Let's just say that using C++ as a scripting language is bound to blow up in your face, break, and then be nigh impossible to debug.

Lua is a very easy to embed language, and using it puts less load on the developers. Alongside that, python is no-where near as lightweight or fast as Lua, meaning elements written in Python would perform even worse than Lua.

Less code does not equal better code.

If you want shorter loops, then why not use a codegolf language? Sure it'll be slow, but the loop is shorter.

Lua makes a lot of choices for readability, to make code maintainable, and the language's simplicity helps it run fast.
Python makes choices to be concise. It's not as readable, but it's quick to write and runs at a OK speed.