Why wouldn't they write it in C? I'm pretty sure it's a mix of C and C++. Postgresql is written in C as well, as are most of the SQL servers people use. Or at least a mix of C and C++.
I don't really see many other choices being available. Sure we have Rust, Go and other languages now, but most of the current SQL servers are 20 years old or more by now. C is a well known language, there are good tooling, the compilers generate fast code and you can do very precise memory control.
Back then alot of that stuff was C. Hard to imagine Microsoft continued writing SQL server in C.