Haxe lets you export to multiple platforms, but some have more features than others. So you're either stuck using the Haxe API and a more strict feature set, or targeting the advanced features which breaks cross platform exportation and forces you to use, in part, the platform specific languages. In some cases it might make sense to use it, but I don't see why it would be good to use if you need those high level features or if you only need to target one platform.

I was about to point out that the C++ API listed on their site doesn't have any kind of display/gui features but apparently someone has made an SDL wrapper that uses the same syntax as AS3. It does still lack elsewhere, and you need to know exactly what limitations it has before you start projects or you could "paint yourself into a corner".