We have an open issue for this: https://github.com/FusionAuth/fusionauth-issues/issues/603 Please do vote it up.
We also are investigating OpenAPI which would let you build a C++ library. More here: https://github.com/FusionAuth/fusionauth-issues/issues/614
Finally, I will point out that you can use the REST API and a JSON library and FusionAuth will work just swimmingly. I'm not C++ savvy, but https://github.com/nlohmann/json and https://github.com/jgaa/restc-cpp look like they could be combined to do the trick.