I don't think regular linux users realise the importance of a good UI to make linux go mainstream and be accessible. No UI for the firewall, no UI for scheduled jobs (CRON), no UI to give the right permissions to enable some script to execute. Lots of acronym based commands that are anything but intuitive.
As is, my experience of linux is that it is a "RTFM or die" system.
 and also the python 2 vs python 3 thing, which technically isn't linux's fault but that I wouldn't have to deal with if I could use .net. This was my first experience with python and I lost two hours on a bug to realise that python 2 wasn't compatible with SNI. And then you have several versions of python installed and to run anything you have to specify the right version and sub-version of python in the command. This was an awful experience.
It's much, much better than it was 10 years ago. You can even use C# these days!   
I think that's basically where we're at and will continue to be at with desktop Linux because essentially the 'internal' problems are all solved now. Ubuntu boots and installs from a CD/USB in about seven clicks (all of which are either typing a name, language, or clicking forward).
A Linux user has no need to play around with RDP just as a Windows user has no need to play around with X11. I think it's unfair to expect mutual compatibility there.
If you're waiting for that, it will never happen, because effectively you're asking for Windows userspace running on the Linux kernel. A bit like asking for windows games on Linux - WINE exists, but native will always be better.
FWIW, I think the Windows IOT that's made for RPi will be a big disappointment for most people - as the expectation would be "regular Windows, compatible with Anything and Everything, just running on RPi" versus the reality of "something that loosely resembles Windows, but severely limited". In this, I believe that it's better to dive into a Linux distro (the NOOBS one should make stuff easier) - there's a learning curve, but you're not getting sidetracked by the expectation of "runs on desktop Windows, why is it refusing to run here?"
The UI for iptables/ipfw should be on Raspian and is called "Firewall Builder"
Cron is taken care of here: https://blog.bartbania.com/linux-2/cron-jobs-with-gui/
Right clicking a script file should give you Properties, where you can select Execute permission.
There's a critical need to attract more UX designers and testers to something like Raspbian, and I think the Raspberry Pi Foundation is in a good position to do that.
What VM host software are you using? If it's VirtualBox, just install the guest additions and use it through there.
RDP is really a Microsoft-only protocol. It's better on Windows than VNC because AFAIK it's just sending draw calls across the wire. I'm not sure what XRDP does.
You may actually have a better experience on a Pi 2 or 3, because of the way Raspbian is set up to run by default.
TeamViewer has a native linux build, which works well: https://www.teamviewer.com/en/download/linux/
Not sure why you'd want to use Wine.
I could also have used VNC but I much prefer the RDP experience, in particular being able to share the clipboard with the local machine and to copy text and files.
VirtualBox also does clipboard and file sharing, but only with the Guest Additions (only tested under a recent Ubuntu).
I don't mean to be too snarky about it, but it's a different environment and you're complaining that it's not as easy as the one you're familiar with. "Intuitive" is difficult to quantify; the Windows interface has changed repeatedly in the 7 -> 8 -> 10 era while the basic command line interface hasn't, so once you learn it it's not likely to be obsoleted. There are Linux UIs with all of the stuff you mention - GNOME has always targeted that market.
.NET has its own versioning pain with the .NET frameworks across different versions of Windows. I think it will eventually become more popular on Linux, but only once trust of Microsoft has slowly been rebuilt. Having an open source System.Windows.Forms would help too.
(Professionally I'm a Windows CE developer at the moment, which is a little weird from a Linux background)
And a more than ideal system would give you the way to go from GUI to scripting easily. I.e. in any control panel you would have a button at the top that if you click, will make some command windows appear below the current window, which would show you the command line equivalent of anything that you do using the GUI.
I am not arguing against having a scriptable OS. I am saying that a GUI makes things a lot easier to understand intuitively, being able to observe the state of the system visually and making it clear what are all the possible options from a given point.
You should check out this link - production quality OpenSSH for Windows planned for H1 2016.
The dedicated hardware uses a mixture of Flash and battery-backed SRAM to provide a crash- and powerloss-resistant transaction system.
PS. and you can apparently use .NET on Linux anyway (Mono) - here's an example of interfacing with I2C sensors: http://blog.mshmelev.com/2013/06/connecting-raspberry-pi-and...
Your suggestion of Mono goes the right way, I think: using a familiar language in an unfamiliar environment could help with the initial confusion.
I also looked at commercial alternatives but I wanted it to call one of my web services and that's not what these IoT devices typically do.