You still have the problem of selecting the object owns the outlet. You may want to connect a text field to an outlet on a view nested down a few levels. You'd have to give both the text field and the view names, which again takes time and effort.
I think Visual Studio's way is superior - ie, from the UI Designer, you can autogenerate and link the action for a button as well as having the option to link an existing action.
I haven't used VS for quite a while. IIRC there is always a user class associated with the UI. This is not the case in Cocoa. It's common for file's owner to be, say, a plain NSWindowController, and there to be no user classes in the nib at all.
It's tempting to think of an "action" in Cocoa as being synonymous with a method. But this isn't the case. When you click a button, it doesn't directly call it's action on its target. The actual process is more complex, and provides a lot of room changing where the action message is sent. This is what makes insane magic that is first responders work.