- OCaml is not tied to .NET. Obviously the converse also applies: if you need .NET integration then F# might be a better choice.
- F# does not support some of the more advanced features of the OCaml type system, like polymorphic variants (open unions) and functors. These are very useful OCaml features, IMHO.
- OCaml has gained some very interesting features since F# branched off, which again are not present in F#: modules as first class values, GADTs, and better control over module signatures.
Overall, my recommendation is that unless you are really tied to .NET ecosystem, then OCaml is a more interesting language to learn.