Is there any major advantage of managed C++/CLI over C#. Definitely not the syntax I suppose as the following code in C++/CLI is real ugly,
C++/CLI code:
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It's almost exclusively an interopability language - both for allowing .Net code to access legacy C++ libraries, or for extended existing (native) C++ code bases with access to .Net libraries (and some variations on these themes).
While it is possible to write fully fledged applications solely in C++/CLI, and it even gives you some language features not available in pure C++ (such as garbage collection), I doubt there are many people who would actually do this. If you're already moving away from pure C++ and don't have the goal of interop with .Net there are probably more natural choices (such as D or Scala, for example - depending on which direction you want to go in).
Similarly, moving from pure C# to C++/CLI could arguably bring the advantages of C++ templates, but it's rare that this need would lead to you taking that step.