I don't think there's any reason why C# can't be comparable to C++, or any reason to think a programmer using C++ would be able to write significantly more efficient code than if they were using C#.

We're not talking about Python here, C# is a JIT compiled language not an interpreted one. The performance could be roughly comparable given the same code.

A lot of AAA games use scripting languages for implementing game logic (notably Lua), even if the heavy lifting (graphics, physics, AI, etc...) is done with C++.