I've looked into this a bit at work (both with Subversion and Git). Visual Studio actually has a source control integration API to allow you to integrate third-party source control solutions into Visual Studio. However, most folks don't bother with it for a couple of reasons.
The first is that the API pretty much assumes you are using a locked-checkout workflow. There are a lot of hooks in it that are either way expensive to implement, or just flat out make no sense when you are using the more modern edit-merge workflow.
The second (which is related) is that when you are using the edit-merge workflow that both Subversion and Git encourage, you don't really need Visual Studio integration. The main killer thing about SourceSafe's integration with Visual Studio is that you (and the editor) can tell at a glance which files you own, which must be checked out before you can edit, and which you cannot check out even if you want to. Then it can help you do whatever revision-control voodoo you need to do when you want to edit a file. None of that is even part of a typical Git workflow.
When you are using Git (or SVN typically), your revision-control interactions all take place either before your development session, or after it (once you have everything working and tested). At that point it really isn't too much of a pain to use a different tool. You aren't constantly having to switch back and forth.
