The FPC team will not support .NET verry soon, nobody seems to want .NET support when they can have native(fast) executables for any platform
I guess that .dll does what the QT wrappers do for Kylix, the C++ guys usually forget about other languages and start using objects combined with functions, that's why it's easier to code for GTK/Win, they have a "normal" API that can be used with FPC too.
The biggest problem with QT/wx/whatever is the use of objects wich are not compatible with FPC ones.