That's not quite right. These days Naughty Dog uses a DSL called DC built in Racket to write all the "data" in the game (everything from cut scenes to character attributes). Running DC produces data files shipped on the DVD of the game, and used by the big C++ engine that's running on the PlayStation.
They switched to C++ because they were bought by Sony and integrated into their landscape. They thought that sharing C++ code would be useful. As it turned out, they put Scheme back into their production pipeline.