The IntelliSense parser in the C++ IDE was due for an overhaul, it had chronic problems that didn't get better with each release. Random corruption of the .ncb file, the IS database was rampant. For VS2010, it was completely rewritten, a new parser and a new way to store the results. Now an .sdf file, a SQL Compact database. The parser was written by the Edison Design Group, they are famous for being the only ones that ever wrote a C++ parser that completely implements the standard.
Sadly, they didn't have the resources to give C++/CLI the same treatment. The work is deferred, it definitely won't make it for SP1. The connect feedback report is here, only 24 votes. Cast your vote.
EDIT: this was taken care of in VS2012, it again supports IntelliSense for C++/CLI. And C++/CX, a language extension to support WinRT that has a syntax that is very similar to C++/CLI, the likely inspiration to get this work done.