Writing fast native applications, with API calls and etc, in a modern cross platform programming language like C# would be awesome, wouldn't it? For example if you want to write a simple utility for helping IT people with installing things, which wouldn't need another components, in an easy and modern programming language? or if you want to write a 3D game, it should be fast, and JIT would just make it slower...
Why, why isn't it possible? Why there are no native modern programming languages for these things?
C# and .Net are native code. I think you misunderstand the JITter. It's not a VM. A C# program is compiled to fully native code before any of it is executed.
Now, the "needing other components" part is a concern. Give it time, though. You'll be hard pressed to find a windows installation these days without at least .Net 2.0, and even a couple mainstream linux distros include mono out of the box.