.Net isn't the answer to all problems. You wil have to go with managed code to reap the benefits of .Net. As such that means you will have to go with the CLR (Common Language Runtime). Games do not benefit much from this as it will degrade their performance.
If you are using unmanaged C++, then it is just a better compiler than visual version 6, nothing more, nothing less.
So I don't see a switch to .Net for developing games anytime soon. But for user interfaces it might be different as it brings the hassleless way of making a user interface in Visual Basic to other lanaguages as well.