For all 350 languages you need to write headers.
There are already headers for Python, Java, C#, C, C++, Pascal, Delphi, PureBASIC.
Only the C, C++ and BlitzMax headers come with the SDK. Lua is integrated in all languages.
There is no disadvantage of using the engine with an external language, it is even recommended to do so, except if the language in question itself is horribly slow. Lua is just a nice realtime scripting language which is best used in companion with an external language, but you can't do advanced games with it alone.