I'm not seeing any real advantages, other than the fact that you have a C++ syntax, and with it, things like pointers and destructors.
If you're talking about why you would use C++/CLI over C#, I think the main reasons are that:
I think that Herb Sutter probably gives the best overview:
A Design Rationale for C++/CLI
If you want to know why you might want to use native C++ over C#/.NET, this boils down to why you would want a managed environment (safety, easier development) over native code (absolute control, possibly speed advantages). There are arguments for each, and the answer really depends on what you want to develop and what your market might be.
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