Why don't you ask the converse question? Unlike C++, Python can give you antigravity and summon souls via its import
command. On the other hand, C++'s 'equivalent' -- #include
-- only allows you to get some boring I/O and math libraries.
Seriously though.. C++ allows you to do more low-level stuff e.g. kernel programming, and allows you to write programs that run much faster (approximately ~20x). You can use it to create real threads that can take advantage of multiple-cored processors, while Python (due to its design) can generally only run its simulated threads on a single core.
IMHO you should learn both; Python for web development and quick-and-dirty scripts, C++ to write systems code, desktop applications, as well as to have a better low-level understanding of the computer. If you're just starting out, then Python; it's much easier to begin with.
More concrete measurements on the speed difference can be found here.
Edit: Seems like my information on multi-threading is out of date; see John Paulett's comment.