I don't know if the JVM is better or worse for this than some other runtime like Go's or the CLR or whatever, I just wrote about the JVM because it is the one that I have used in this context.
1. There is a lot of expert tuning to get that sort of performance with respect to latency. That tuning would need to be reproduced for every target system.
2. Those trading systems can have ridiculous amounts of RAM to give the JVM GC lots of room to work with.
3. Reading packets from a wire and writing other packets to a wire is a different problem than reading controller inputs and modelling complex 3D worlds.
...that's not to say you can't have AAA Java games. To some degree that already happens with Android games, at least if you're willing to stretch the definition of AAA. (If you define AAA as "uses C++", the nomenclature becomes fairly moot).
My response is that we use C++ for the language itself, existing engine or not. :)