In addition to what others mentioned, even if Cockroach is written in Go, they could have used Rust, but the trade-off is that they would need to use cgo which introduces extra complexity for building, debugging, and has performance trade-offs that a pure-Go based solution doesn't necessarily have.
Reading this, I wonder how hard it would be to write or generate assembly bindings for libraries like rocksdb and sqlite, and whether you'd be able to do any better than cgo.
Cgo exists because goroutine stacks are small and grow on demand. C/C++ expect large fixed size stacks. While you can technically call into C++ without going through cgo (see https://github.com/petermattis/fastcgo), you can't avoid the stack problem. Cgo solves it by switch from the goroutine stack to the stack of the thread underlying the goroutine.