I did mention the Expression Problem[1] in my comment, and explicitly called out subclassing as a particular advantage of C# (the OP asked for criticism of F#).

Also, even though F# can also subclass, that facility is a bit weak since it can't define protected members.

[1]http://c2.com/cgi/wiki?ExpressionProblem - funny thing is that the linked page coincidentally uses the exact same example code.