>I cannot see why this has to be the case. How come, that someone can create for instance Python.NET (IronPython), that AFAIK is backwards compatible, while with VFP it suddenly cannot be done? Surely, the CLR cannot be that limited?

Ask yourself why VFP is unique. It is about the local data engine and the way the VFP language is tightly bound to the data engine - neither of which exist on the .NET platform at this time.