Nesting callbacks (ContinueWith) gets messy very quickly, and then your program structure and semantics are hidden behind masses of arcane ceremony.
Performing async calls dependent on previous async calls is hard enough to do correctly using ContinueWith, but try using it in a loop.
For any use case other than this there are other tools, such as WaitAll/WaitAny as you say.
[1] http://stackoverflow.com/questions/4070237/how-could-the-new...
I make it a rule never to question Eric Lippert, and I won't do so here. That said, right, the current continuation bit requires IL foo, but as the ones writing the code, there is always a way besides needing the current continuation bit.
And if you're going between languages much at all, Tasks are a lot more like promises and other paradigms in other languages. Whereas the whole await business is just... weird.