Don't be fooled by the .NET name. None of the .NET products (Visual Studio.NET, Windows.NET) used the .NET languages, they are different beasts, it's just a whole branding thing Microsoft have going on.
VB wasn't used for any critical parts of Windows, so why should .NET be used now? .NET is all about the "high level, easy to use, good for business utilities" the same way VB was, it's never been designed to replace C++ where resources or performance matters (and that's almost everywhere in Windows).