The funny part is OP is talking all about uOPS when if he was really hardcore (like I am) he'd know that these dlls in turn call ntdll, many calls in ntdll are undocumented but much faster than their wrappers in the other dlls. But no sane person is going to strictly do ntdll calls except for the most performance critical code.
OP just doesn't know enough about C and C++, he probably grew up on C++ and forgot about the old C apis. I used to reverse engineer and delve deep into the windows API. I know a little bit more about performance than the average high level programmer.
And ultimately, .NET does a fine job with performance. C++ coders crapping all over .NET should take a look at the Objective C API of Apple. It's the default and every Objective C call incurs overhead and is basically a wrapper around the undocumented C API. But I don't think anyone ever complained about this abstraction, because it's such a stupid and small amount of performance to harp about. The convenience outweighs the tiny little uOPS loss.
To get rid of abstractions you almost should be writing more directly in some sort of COM+ language.
(To explain the punchline for those that don't catch the joke: COM+ was the codename/early name of what became .NET.)