The real answer, even if it is really hard to grasp if you have not used it, is that you loose expressiveness. The language has concepts that you cannot possibly express in C#, and they have meaning, they are part of the design, but lost in the translation to code.
This is not an answer, but rather an example:
Consider that you have a container that is sorted on a field of the elements that are stored. Those objects are really big. You need to offer access to the data for readers (consider showing the information in the UI).
Now, in C#/Java, you can go in one of two ways: either you make a copy for the caller to use (guarantees that the data will not change, but inefficient) or you return a reference to your internally held object (just hoping the caller will not change your data through setters).
If the user gets the reference and changes through it the field that serves as index, then your container invariants are broken.
In C++ you can return a constant reference/pointer, and the compiler will disable calling setter methods (mutating methods) on the instance you return. You get both the security that the user will not change (*) and efficiency in the call.
The third not mentioned before option is making the object inmutable, but that disables changes everywhere. Perfectly controlled changes to the object will be disallowed, and the only possibility of change is creating a new element with the changes performed. That amounts to time and space.