I'm a novice in both, but my general impression is that they are so close in this regard as to not matter a whole lot as far as practical matters go. An expert can of course get detailed on the minutiae.
Put another way, OCaml only works on Windows via MinGW if I recall correctly. While that isn't a problem for most folks, I prefer to steer clear and only use a language on a platform with a significant number of users. Python is used extensively on Windows, Mac, Linux, ARM...etc, so I'll use it on any of those machines. I would guess nearly all OCaml use is done via Linux and next to zero on Windows, so I avoid it on Windows (not worth the effort). F# on the other hand has some support from Microsoft (not a ton, but enough) and a decent amount from the community with some neat innovations (at least I think they are) like type providers. It has full .NET interop when you need it.
Most of the syntax and method of using pattern matching everywhere is the same between them. The difference with F# that I find annoying is that I'm not super familiar with C#, so the times when you need to call .NET (Ex: iterating through a directory) directly, it is super obvious for someone with C# experience, but involves lots of digging through horrid Microsoft doc for me where only C# and VB.NET is covered 80% (I just made up that number, but F# is the least documented of the three official Lang's) of the time.
