People working with math or stats are often in an explorative mode, testing different things, applying different transforms to the data, plotting variables or doing one-off calculations. You need some form of interactive session for that to be feasible, whether it is a REPL or a notebook. There actually is a C++ REPL just for this use case from CERN, because they have a ton of HEP C++ code that they want to use interactively.