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C++ started out as a precompiled language, and I love CoffeeScript, which compiles to JavaScript. Java and C# don't compile all the way down to assembly either. There are plenty of reasons to compile one language to another.

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Both Java and C# can be compiled to native binaries - there's nothing stopping that. The standard runtimes for them just don't do that.

Java can be compiled via gcj ("It [GCJ] can compile Java source code to Java bytecode (class files) or directly to native machine code, and Java bytecode to native machine code." - http://gcc.gnu.org/java/). C# can be compiled down to native code using various tools. MonoTouch uses that to run C# on iPhones for example.

Java/C# are different in that they compile to a bytecode which is like vm assembly its also not meant as a high level programming language(note that this isn't always compiled to assembly at the end as it can be interpreted, standard java for instance does both jit and interprets for best results).

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