The Windows-first status of F# is changing. There have been major improvements in this recently, most notably, the whole compiler being open sourced and its development moved to github[1], and .NET is going to be available on Linux[2]. This is not reality yet, but it will be during this year.

[1] https://github.com/microsoft/visualfsharp [2] http://www.hanselman.com/blog/AnnouncingNET2015NETasOpenSour...