What do you mean by the jump? I use Visual C++.Net 2003 as my programming environment, but I still program traditional C++ with it. Why? Because
a) Managed C++ is mainly meant as a bridge from old code to .Net. Basically it is there to provide an easy way to make class libraries accessible from .Net languages. The core of the .Net framework is probably implemented in Hybrid C++.
b) I learned C++ for it's purpose: to provide a very performant, flexible, portable and reusable programming language. Managed C++ must adhere to the CLS, so some features are not available, namely templates, the cool operator overloading syntax, multiple inheritance (ok, I can live without that) and some other things. The lack of templates truly is a problem. Also .Net is slower than native C++. For portability: there's no sign of the Mono project ever writing a Managed C++ compiler, so that code is bound to MS.
c) .Net is awkward to use from Managed C++. A Java-equivalent of Managed C++ alone would be tricky, with everything being a pointer. Simply writing every variable as a pointer is tiresome. In true Managed C++ you must in addition distinguish between value types and class types (struct and class in C#), handle boxing etc. It's a mess.
d) When I want to write for .Net I use C#. C# was developed for .Net and is extremly easy to use. Give me one good reason to prefer Managed C++ over C#.

I could probably think of one or two more reasons, but I don't think they're necessary