maybe wrapper isn't the proper term to be using...windows programming is very much C-style, where there are tons and tons of global functions and global #defines, so they had to convert that into more "user-friendly" object-oriented classes.
i find C# more productive because it's easier to get started. in general there is much less required initialization code for anything you want to do. there are defaults already selected for you. but after all that is done, i really don't see a big difference in productivity between the 2 languages.