At Tachyus (http://tachyus.com) we have made a huge bet on F#, and it has paid off in spades. The back end of our SaaS product is 99%+ F#, and so far we have had a great experience using Azure for hosting. Our iOS apps are also built using 99%+ F# (using Xamarin, on Mono rather than .Net). The language allows us to write highly expressive code, and fewer lines of code overall.
Using a Microsoft language has given us huge productivity benefits (most notably Visual Studio and Azure support). There is a fantastic F# community (http://fsharp.org) which is untethered to Microsoft, and it's exciting to see the language grow as an open-source and cross-platform tool.
How does this compare to OCaml or Haskell? Most of the "benefits" you've mentioned here aren't actually benefits, but par the course for a programming language no matter what stack you choose.
Visual Studio seems to be the only real benefit I'm seeing (and I agree, it's a very major benefit).
Compared to OCaml, F# has slightly nicer syntax, real multi-threading, and type providers (can e.g. automatically generate a type from a database schema). It lacks OCaml's awesome module system, higher-kinded polymorphism, OCaml's neat but rarely-used object system (it has C#'s object system hacked on instead), and on Mono at least it is generally slightly slower than OCaml.
In my view the .net libaries are probably the biggest advantage over OCaml and Haskell. Similar to how access to Java libraries gives Clojure an advantage over lisps like Common Lisp and Racket.
Oh, and if you want to use Windows without mingw then F# is a far better choice than OCaml or Haskell. The OCaml packaged manager doesn't even work properly on Windows, as far as I'm aware.
Using a Microsoft language has given us huge productivity benefits (most notably Visual Studio and Azure support). There is a fantastic F# community (http://fsharp.org) which is untethered to Microsoft, and it's exciting to see the language grow as an open-source and cross-platform tool.