Interestingly, Microsoft seems to be following the standard here with Silverlight. Wikipedia says:
[...] must convert all other characters to bytes in accordance with UTF-8 and then percent encoding of these values. This requirement was introduced in January 2005 with the publication of RFC 3986. URI schemes were introduced before this date are not affected.
So, it seems that they refused to choose the encoding, since in any case only one is allowed.
, . : , HtmlEncode. ( Uri.EscapeUriString HttpUtility.UrlEncode - .)