No, I'm pretty sure the reason they dropped CLR support was that there was no good way to get a decent .NET interop story with a language with a substantially different type system than .NET assumes (particularly, with higher-kinded types) given .NETs reified generics.
This is one respect in which .NET's superiority over the JVM as a platform for its core languages (C#/VB.NET on .NET vs. Java on the JVM) made it worse for flexibility. Reified generics are great for implementing languages with a C#-like-type-system, but they limit the power of the type systems you can have.
F# is a remarkably less powerful language than scala. Along with the cost of Visual Studio + windows licenses, the Scala/open source ecosystem is just a better choice.