VB and C# make use of .NET Native and C++/CX are just a few C++ extensions that look like C++/CLI but compile to native code as always. One can also use standard C++ with WRL or C++/WinRT libraries.
.NET Native shares the compiler backend with Visual C++.
The issue is that the .NET Native compiler team doesn't care about supporting the IL required by F#.
It's really too bad, Win2D was quite nice.
Windows 8 was also AOT compiled to native code, but using the old Bartok toolchain from Singularity(MDIL).
UWP is what Longhorn should have been in first place, if WinDev and DevTools actually worked together.
COM based OS ABI fully native, to the point only VB and C# are used in most Windows talks, even for the new UI composition engine.
C++ is still there for the kernel, device drivers, audio and graphical critical performance components like DirectX.
Everything else can enjoy the productivity of .NET languages and respective tooling.
Which meant that any of my WP 8.x and 10 devices run considerably faster than Android devices of similar price range, while having less overall memory requirements.
Also, look at all we gave up for AOT. Dynamic compilation in the DLR was pretty nice...and it was reduced to an interpreter in UWP because....no JIT. Granted, I was probably the only person to notice because no one else probably thought to cross the two.
The problem with Microsoft is that as soon as they move to the next thing, they basically abondon the previous one without having the next thing truly replace the previous one. So here comes UWP, meant for "different" things, but it gets all the new stuff while WPF is basically dead. Ya, want to use those new APIs? Sorry, you'll need to use UWP even if you have no intention of running on low end android devices.
So much good stuff, but you have to make a Faustian bargain to use them.
Two years after UWP was introduced still no roadmap in sight for .NET Native support, Visual Studio 15.3 just shipped with the F# team telling people to use VS Code instead.
I bet it will be joining Silverlight in a couple of years.
However Microsoft is not alone in these kind of decisions. I can think of a few similar ones from Apple, Google, IBM, HP, Oracle, Sun,....