I think this Java oddity is the main practical motivation for a lot of factory methods. I wonder if we will see fewer after this change.
From syntax perspective, the parent and member constructors (in C++) are in a special list outside function body, it doesn't tease you with it looking like a regular statement inside the constructor body.
C++ not only has constructors, but default constructors and destructors. If an exception gets thrown, the compiler needs to ensure that destructors will get called only for the parent classes and members that were initialized. It does so by having very specific order in which the parent and member constructors and destructors get executed. The use RAII mechanism also means that C++ developers are more likely to make classes where construction/destruction has sideffects which need to happen in specific order.
Unlike Java where due to all the classes are reference types semantics uninitialized members can be left pointing to null, in c++ any nontrivial member will have the constructor called no matter what. If you don't do it explicitly the default constructor will be called. Implicitly or explicitly in both cases the member constructors will be called in the definition order !BEFORE! the constructor body, but after the parent constructor call.
As if things weren't complicated enough, C++ not only supports multiple inheritance it supports the diamond case in both ways: with the shared base class duplicated, and in case of virtual inheritance with shared base class not being duplicated. With all that complexity compiler still needs to ensure that right subset of destructors get executed in case of exception during construction.
Some of these problems Java solves with the help of garbage collector. If you get some members laying around after failed construction in Java, sooner or later it will be cleaned up by GC, and since Java doesn't have destructors it isn't critical when exactly it happens.