My 2 cents from using Unity: Async Await and other C# 4.5 features aren’t available in Unity3d’s mono 2.0 runtime either. There is a mono upgrade beta but it has been in almost a year now. There are community extensions such as UniRx and CSharp60Support, which try to fill this gap but they aren’t official.
With Unreal I read the there is out of box multi threading:
https://wiki.unrealengine.com/Multi-Threading:_How_to_Create_Threads_in_UE4
And AsyncTasks:
https://wiki.unrealengine.com/Using_AsyncTasks
Personally I felt a bit frustrated by C++ syntax at first also. But having embraced and done lots of golang, I feel that low level languages can be quite powerful and elegant also if you design things right.
But having said all that, if there were a C# plugin of course I’d use it.