It has absolutely everything to do with Unity - or at least it had, when Unity 4 single-threaded physics engine was used. AFAIK KSP now has a properly multi-threaded physics engine, and works much faster.

Maybe it's laggy because apps in Unity are written in c# instead of c+?

I don't think there's any reason why C# can't be comparable to C++, or any reason to think a programmer using C++ would be able to write significantly more efficient code than if they were using C#.

We're not talking about Python here, C# is a JIT compiled language not an interpreted one. The performance could be roughly comparable given the same code.

True, but Unity is still using an old Mono runtime.

I think they actually just released a new version that supports a more newer runtime but I doubt KSP upgraded.

A lot of AAA games use scripting languages for implementing game logic (notably Lua), even if the heavy lifting (graphics, physics, AI, etc...) is done with C++.