Because you don't have to learn yet another set of functions in a language that makes it stupidly easy to blow off your own feet, and yet still have all the advantages of those systems in a language that is actually _designed_ for calculating formulas (hence the name FORTRAN, i.e. FORmula TRANslation).
Again, should your users understand the code you present or should you use the language you feel more comfortable with.
Reading FORTRAN formulas is a pain (just reading for example a Prime factorization function implemented in parallel written in Fortran takes 10-15min to understand).
Hence, I see a large advantage of OPEN_MP & C++ here.
these features are also available in fortran since forever