My main beef with F# is the .net library -- none of it is written from a functional perspective, which means you're constantly mixing functional and object-oriented paradigms.
Unfortunately Scala suffers a similar story on the JVM with Java libraries.
It misses type-classes and HKTs unfortunately. But the ML-like way of defining types and data is top notch. Even with Scala 3, F#'s way of defining types looks cleaner to me.