I\'m an old (but not too old) Java programmer, that decided to learn C++. But I have seen that much of C++ programming style, is... well, just damn ugly!
All that stuff
If you want to implement all your methods inside your class definitions, you will have big monster header files (it's not a good idea to declare classes in cpp files) and possibly only one cpp file (the one that has your main function).
So it's a matter of convenience.
Edit:
I find the declaration-implementation separation actually helpful. When I have monster classes with ~150 methods whose implementation is generated using lots of preprocessor tricks, I often want to be able to tell the difference between...
Not being able to do that in either C# or Java is quite frustrating, especially when I don't have Intellisense at hand.