If what's needed is speed, neither Java nor C# are optimal choices.
True, but if you're just trying to get some numerical speed out of some specific routines in a larger .NET application then having access to SSE like this could still be very helpful. Calling into native libraries from .NET isn't necessarily a performant option because of the cost of marshaling data back and forth between the managed and unmanaged memory spaces.
The end result can be pretty significant; from my own experience I'm usually pretty hard-pressed to come up with a C++ implementation that can beat the C# code it intends to replace outside of a microbenchmark. If the C# code now has the option of banging on SSE then I'm not sure it'll even be worth trying to trot out C++.