Why? Many Indie games use C++ and also run on Linux and Mac (e.g. World of Goo).
And many more only run in Windows. Take all the indie games out there written in Java: how many of them will not run in Linux?
Take all the indie games written in C++: how many of them will not run in Linux? The percentage is much, much higher, I'm sure.
If he had chosen to write in C++ from the start, there is a significant chance that he could have written something that was effectively Windows only. By writing it in Java, it was basically guaranteed to work across multiple platforms.
Just because games CAN be written in C++ to be multiplatform doesn't mean the WILL be written to be multiplatform.
And even if he had written it with SDL and OpenGL, it's closed source: if he were only interested in Windows builds, that's all we would have gotten.