I did get some sense of that where F# sort of (actually is) 2nd class to C# which is slowly gaining some F# features, but F# itself isn't well promoted/supported.
As for missing language features, they can also be a double-edged sword. I slid down that slippery slope in an earlier venture with Scala. (IIRC mostly implicits and compile times).
There are libraries that simulate a lot of these things (e.g. https://github.com/G-Research/TypeEquality for GADTs). You're absolutely right that it's not as first class as in OCaml, but the tools are there if you want them.
I've written type-equality witnesses in F#, they can kinda recover type equalities (with cast methods) but not refute them, so you still need to raise exceptions for those cases.
Bigger native ecosystem. C#/.net integration is a double edged sword: a lot of libraries, but the libraries are not written in canonical F#.
A lot of language features F# misses, like effect handlers, modules, GADTs etc.