Are you writing general purpose, portable code code? You'd rather not be locked in to a specific vendor's compiler.
Are you working in embedded systems? Your code is probably hardware-specific, at least to some degree. You probably aren't going to switch CPUs very often. You probably are never going to switch CPU families. You also probably are never going to upgrade the compiler, still less switch to a different vendor's compiler. So if you aren't going to do that anyway, you don't worry much about a one-vendor-only compiler or language.
I think it's a similar story in HPC. You're constrained by your hardware. You get the best compiler for that setup. That means it's hard to change compilers? It's even harder to change your hardware, so you didn't add much of a constraint.