I haven't used F# in a couple years now, but the longtime position of the maintainers has been that F# will not and should not adopt many features along those lines because they interact poorly with the .NET type system.
It's not a perfect comparison, but, having spent some time dealing with all the unusual and surprising ways that some Scala language features interact with Java's type system, I tend to agree with the F# community on that point.
As others have hinted at, F# and OCaml are really not interchangeable languages. They handle lots of things in very, very different ways. Even the difference in runtime makes a big difference. You could very similarly have asked, "Why use Objective-C when we have Java?"
I would rather ask why use Java (for reasons other than the large legacy code base and the job market) when we have Scala (which doesn't even force you to program functionally and can be used as "a better Java" if you want, it can be used to write really weird code but doesn't have to).
Having spent some time using both in a professional context, I would actually choose Java over Scala. And I say that as someone who cut their teeth on functional programming and still tends to prefer it over OOP.
The problem with Scala is that good, maintainable code is defined more by how many language features you have the discipline to avoid using than it is by how many you do. And that makes it more difficult to keep a large Scala codebase maintainable on a team with varying levels of experience. Freely mixing ad-hoc and subtype polymorphism (that is, type classes and subclasses), for example, is a very short, very slippery slope to a situation where the best way to figure out how the code works is to already know how the code works.
I never could wrap my head around the context variables or whatever they were called, where the language would pick a random variable from your local environment and pass that as an argument to the function call.
Sure. I'm just curious what do people who are into functional programming actually think. I've taken a look at F# and other MLs and F# seemed the best althoigh not this simply - another ML (I can't easily recall which one) had some interesting features F# lacked. So I hunt for curious thoughts people may have on this when they MLs are discussed. I personally have little interest in academic computer science but do have strong interest in using cool programming languages to write concise reliable code. Functional languages really shine at saving a solo developer's time as most of the bugs are caught during compile time, verbosity generally is lower and readability generally is higher.
Does Microsoft care about F# at all? Wasn't it a short-lived experiment of the 2000th creative era which just happened to attract enough persistent community interest to avoid being archived?
To me .Net seems the most powerful thing to make a relatively esoteric language practically useful in the real life. Compiling to .Net gives a really solid ground for free. Compiling to JavaScript is a great option but the JavaScript landscape seems way less stable and this way harder to support.