Ah I see.C# is used for games (On all their [latest] consoles, and Windows), through the XNA framework. See Microsoft XNA - Wikipedia, the free encyclopedia
Do you know any commercial game based on XNA? It seems to me like just a students/hobbyist thing.
Since you are writing the code anyways, might as well write it in a language compatible with more platforms?
This is my first game development job, so I don't have much experience at all, but they use C++ for all platforms (PC, PS3, XBOX, Wii, PSP), which makes sense. Why do it in C# for M$ and rewrite it in C++ for other platforms?