Hi Frode,
I can't speak to any other version except the Netduino 3 as it's all that I have. With the Netduino 3, this worked just fine with the MPL3115A2 that's on the SparkFun WeatherShield.
That said, if you don't have repeated start bit support, doing a read will start reading from byte 0 of the registers. So you can get all of the registers and just grab the bytes you want out of the array. Icky, I know, but it should work from what I saw.