Why, for instance, does the CLR GC not have something like TLABs? The result is that it seems like .NET devs have to worry a lot more about the expense of small, short-lived allocations, while in Java these things are much cheaper.
Overall, I think it's easier to program idiomatically in Java and get decent performance out-of-the-box, while C# may provide more opportunities for optimization without having to rely on something equivalent to sun.misc.Unsafe and offheap allocations.