I know some people dislike the fact that F# lacks OCaml's functors, but I can see why they weren't included. Due the the way F# integrates .NET classes/objects, I can accomplish more or less the same thing that way. In some ways I prefer it - a class/type full of static methods has the same call syntax as a module full of functions, but gives me the option of overloading the method so it'll dispatch based on argument types. Having everything that's iterable unified under IEnumerable/Seq is nice, too.
Having said all that, I still enjoy OCaml a ton. One thing I wish I could have is F#'s updated lightweight syntax brought over to OCaml. I think ReasonML is great, but after using it for a while I realized that what I really want isn't OCaml that looks more like JavaScript. What I want is OCaml that looks like OCaml, but a little cleaner. F# gives me that, plus, via Fable, compilation to JS, TypeScript, Python, and Rust. And via the improved native AOT compilation in .NET 9, I can build fast and reasonably small single-file executables.
Despite all that, I still try to dive in OCaml whenever it's a decent fit for a problem for the problem I'm trying to solve. Even if it's a little quirky sometimes, it's fun.