Well nothing major really, it's just small bits here and there that are telling signs that it's a functional programming language with OO support and not the other way around. Like that you have to put two types that depend on each other in the same file.

No showstoppers, just minor annoyances that add up over time so when I write F# code I try to limit OO code to interfacing with other libraries (and the framework). Maybe it's just me, perhaps other programmers don't find OO in F# tedious at all.