Visual Studio uses the same compiler written in TypeScript/JavaScript. The Visual Studio integration is done in C# but only for interop with the Visual Studio APIs, there is only one version of the TypeScript compiler.
I know when Palantir was developing Eclipse tools for TypeScript they posted to the Codeplex project regarding performance issues and the team from MS responded with suggestions about caching and only recompiling the minimal targets necessary.
Mainly for extension authors and people writing tools that interact with source code. Having a "compiler as a service" allows you to generate data structures and query the structure of the source code you are working with without the need for writing your own parser.
For example, you could use the "compiler as a service" to create a semantic model from source code and then query it for "all classes that contain a public method that accept an int and return a bool". This might sound trivial, but using a tool like Roslyn to do this is much easier than writing a parser that handles a language and then doing the same thing.
I know when Palantir was developing Eclipse tools for TypeScript they posted to the Codeplex project regarding performance issues and the team from MS responded with suggestions about caching and only recompiling the minimal targets necessary.