In my opinion, no, it makes no sense to write ML in C++ :

- Python allows for higher level description of algorithms, which means researchers can focus more on the ML stuff and less on low level details.

- There is no performance gain in going from Python to C++, because in both cases the models are compiled to specific binary formats to be executed on dedicated hardwares. TensorFlow enables accelerators not only for training, but also for data transformations and preprocessing.