Is that so? sounds like something HF tards would churn out with VB.NET. If that's the case, let's just make malware in Java eh? it's preinstalled on ALMOST all of the windows machines, not to mention special machines!
Java is actually not a bad idea, because most AV companies have no support at all to create proper signatures for Java .class or .jar files.
That means they usually have to resort to blacklisting Java malware which means you can reFUD your file by just changing one little thing in your code. Imagine that in combination with metamorphism and you have a piece of malware that should evade detection for a long time and run on most machines. Malware analysts rip their hair out because of this, these files are easily reverse-engineered, but there is no use, if you cannot create proper detections for them.
What d4rkcat told about Python is basically similar to this situation, but I don't know how far you can actually spread Python malware this way.