I skipped .NET bandwagon for desktop completely. Comparatively to Delphi there were exactly zero business reasons for me to move my code or use .NET for new apps.
On a technical side there were no gains and numerous limitations.
On the technical side, the biggest productivity gain is from having a garbage collector. Beyond that, language features: while C# 1.0 started in a spot very similar to Delphi (+GC), it evolved much faster - e.g. getting generics in 2005.
But, yes, if you looked at it in 1.x days, it really looked a lot like Delphi libraries with Java-like syntax. So if you were already using Delphi, there wasn't much point.
>"On the technical side, the biggest productivity gain is from having a garbage collector."
1) I use leak detection tool so no productivity gain in that area. Besides it is burned into my brain to always write deallocation code first before doing any allocations. That is when my classes are not using interfaces that are reference counted. In reality I could hardly remember any instances when memory / resource leak tool showed any. Also I did not have to dance around IDisposable, Weak and object caches shenanigans.
2) Generics - this is great feature but in my opinion it is mostly geared towards libraries writers. Being more of a product / application oriented bar few exceptions I personally do not use it much neither in C++ nor in Delphi (Delphi has generics since 2009).
On a technical side there were no gains and numerous limitations.