Imperative (and especially dynamic) languages typically make it easy to get something "working", but it can take many iterations or lots of unit tests until it's robust enough to be worthy of handling a production load. That time spent futzing around with it isn't often capturable in an interview. If it is, chances are the interview isn't asking something representative of real-world scenarios, or it's taking a very narrow slice of one where someone's approach is going to change a lot of they're not just working in the narrow slice.
Functional (and especially typed functional) languages do make it harder to get something up and running, but they tend to have a nice side effect that if the compiler is satisfied, it won't need more work. That usually happens because you can capture the domain in a type declaration that the compiler requires you to account for all cases of. And if you're missing something, it's easy to adjust because the act of adding another case to your domain makes your compiler point out exactly where else to update your code.
I would then use the "Send to repl" feature to fire off single pieces of my program expressions to get instant feedback on the code I was writing. Long before the entire program was run in whole, each part had been run many times.
If you're in a classic whiteboard interview sessions you are robbed of this possibility. That's unfair because it's a big part of working with F# (I would guess other functional programs as well). You might feel you "pay" a bit in avoiding mutable state and having everything as an expression, but you gain so much in return, but you gotta use it!
I guess my argument is that a whiteboard situation might favor an imperative style, where you would write, compile, run and not use repl throughout development?
The main reason is printing. All your code is inlined into a single expression. You can't really throw a print statement in there. With haskell it's even crazier as if you do manage to print your code it comes out backwards.
This is not suitable for the typical interview format.