Switches based on integers can be optimized to very efficent code. Switches based on other data type can only be compiled to a series of if() statements.
For that reason C & C++ only allow switches on integer types, since it was pointless with other types.
The designers of C# decided that the style was important, even if there was no advantage.
The designers of Java apparently thought like the designers of C.
An example of direct String usage since 1.7 may be shown as well:
public static void main(String[] args) {
switch (args[0]) {
case "Monday":
case "Tuesday":
case "Wednesday":
System.out.println("boring");
break;
case "Thursday":
System.out.println("getting better");
case "Friday":
case "Saturday":
case "Sunday":
System.out.println("much better");
break;
}
}