There are many reasons for this, chief among them the speed at which you can achieve things in C#. I could continue my engine in C++ but the rate of progress wouldn't be great and given that this project will end up being a submission (hopefully) for a University project, I'd like to have time spare to write a dissertation! I appreciate there is a performance penalty for using managed code and calling DirectX but the engine I am writing will be portable to C++ as and when I have adequate time to do so.
One of the main areas of exploration for me here is to see how many of DirectX 11's new features can be applied simultaneously to achieve fast-performing rendering techniques for an open world environment. It may seem counter-intuitive then to use managed code to do this but as well as offering a practical investigation into how plausible game engines are in C# it also offers a chance to see whether a DirectX10 C++ engine written to be as close to a DirectX11 C# as possible competes. Obviously a scientific evaluation of DirectX 11 and 10 would pit them against each other on common ground, but I can say I'm ascertaining whether DirectX11's new features are enough to overcome certain limitations elsewhere (like using C#).