FPS/MMO/RTS games, much like device drivers, are largely written in a real-time language like C/C++ with some assembly thrown in for the super-low-latency parts. While just-in-time languages like C# are easier to deal with since they handle a lot of the mundane stuff, by nature they will rarely have the level of latency-focused optimization that the RT languages do. So, I guess the answer is, how fast does your game need to be? :P

[note that I'm kinda talking out of my ass, having worked closely with devs as a QA guy but not actually doing the programming myself]