Consider the situation:
1. You have a client machine with Windows 8
2. Client machine is connected to a remote LAN through VPN (in my case VPN server is Microsoft TMG server 2010)
3. There are several server applications in remote LAN (Microsoft SQL Server, IIS (ASP.NET + WCF), some custom TCP server, etc.)
4. On client machine you have a windows service or/and a local ASP.NET application i.e. process working in session-0 built using .NET.
5. Your client applications try to reach remote LAN servers.
In this situation .NET applications fail.
Native applications work without a problem.
The same .NET applications on Windows 7 work without a problem.