I'm not convinced; C# has some usability improvements over Java (particularly earlier versions) and VS is maybe a bit better than the Java options, but it's not a huge margin. And, I mean, IronPython existed and had an audience. But I suspect Python is a much bigger leap for Windows developers than it is for *nix developers. More than that, third-party languages were never really a big thing on .net - F# and Scala fill very similar niches, but one got the sense that F# was only ever developed by Microsoft Research, whereas Odersky worked on Generics Java and then Scala as a professor not directly affiliated with Sun/Oracle.
I think that today c# and java aren't that far apart. But Scala was created in 2004, c# got lambdas in 2007,and java got them in 2014. So there were a lot of years when the c# java gap was pretty large, which gave Scala lots of time to grow to a critical mass.
I think you're right another factor is that there are more Python and Ruby devs looking to write Python and Ruby on the JVM then the clr.