The keyword being "near". It's like all the "Java is fast" articles out there --- in theory, you can write microbenchmarks that show your language is fast, but in practice, everyone knows what it's really like.
Of course if you have a powerful enough CPU and enough RAM you could emulate any system at a decent speed with any language[1], but I'm willing to bet that if you ran this C# emulator on the best hardware from ~2000 (which is roughly when the first PSX emulators appeared), and compared it to the (native) ones that were around at that time, you'll see a huge difference in performance. I remember a 1GHz Pentium III with 256MB of RAM would've been sufficient for those.
[1] The same "fast enough" justification being used to praise writing applications in JavaScript and bundling them with an entire web browser: https://en.wikipedia.org/wiki/Wirth%27s_law