Why not? Not everyone is doing the next Crysis.
> I mean, if you value productivity over runtime efficiency and want something that runs on top of a VM, might as well get something out of it, like portability.
Why don't people learn about compiler design? languages != implementation
Are you aware that Mono also compiles to native code or that .NET on Windows Phone 8 is also compiled to native code?
Having said that, given the prevalence of Windows on the games industry, many studios have migrated their C++/MFC tooling to C#/Windows Forms/WPF, even AAA studios.