Good question, I'd look at Clojure with JavaFX or even the good old swing using seesaw.

Or F# with WPF, though F# is also OOP, but for some reason I feel its less so then Scala, and forces more functional constructs on you.

ClojureScript with Electron can also be an option if you're okay with Electron apps.

Finally Haskell and reactive bananas is an option too, that's pretty strongly functional.

I'll also mention Red, red-lang.org, its still in alpha, but is pretty sweet for simple GUI app on desktop.