My two cents, if you are sending a lot of data to to solver, then calling from Python can seem very slow, but if your solver runtime is on the order of tens of minutes or hours, the python part is insignificant.
If the solver runtime is fractions of a second, then using python will indeed contribute a noticeable lag to the total run time.
I never use C++ on my personal projects because the development time would be slow, plus I have access to all the python libraries I’m familiar with. But if you're comfortable in C++ and have a quiver of arrows for various use cases, you should use that.