A little background on c# strings is a good place to start.
The internal structure of a C# string is different from a C string.
a) It is unicode, as is a 'char'
b) It is not null terminated
c) It includes many utility functions that in C/C++ you would require for.
How does it get away with no null termination? Simple! Internally a C# String manages a char array. C# arrays are structures, not pointers (as in C/C++). As such, they are aware of their own length. The Null termination in C/C++ is required so that string utility functions like strcmp() are able to detect the end of the string in memory.
The null character does exist in c#.
string content = "This is a message!" + '\0';
This will give you a string that ends with a null terminator. Importantly, the null character is invisible and will not show up in any output. It will show in the debug windows. It will also be present when you convert the string to a byte array (for saving to disk and other IO operations) but if you do Console.WriteLine(content)
it will not be visible.
You should understand why you want that null terminator, and why you want to avoid using a loop construct to get what you are after. A null terminated string is fairly useless in c# unless you end up converting to a byte array. Generally you will only do that if you want to send your string to a native method, over a network or to a usb device.
It is also important to be aware of how you are getting your bytes. In C/C++, a char is stored as 1 bytes (8bit) and the encoding is ANSI. In C# the encoding is unicode, it is two bytes (16bit). Jon Skeet's answer shows you how to get the bytes in unicode.