Linking assemblies together is not trivial.
F# is tied to the .NET typing system, which is significantly more restricted than, say, PHP. It's probably right up there with Java in the land of Strong Typing. That makes the entry barrier pretty high for someone who isn't intimately familiar with the .NET types.
Single-assignment code is hard to write; most algorithms use the typical Turing machine model, which permits multiple assignments and single-assignment code does not really neatly fit into a good model for How We Think. At least, for those of us who write Turing Machine code for a living. Perhaps it's different for those of us who write Lambda Machine code out there...
F# is tied to Microsoft, which produces knee-jerk hate from many geeks. They would rather use Lisp or Scheme or Haskell(or whatever). Although mono supports it, it doesn't support it well last time I tried to work on mono(it was quite slow).
Most of our existing code lives in imperative, sequential code bases, and most of our applications are oriented around imperative, sequential operations with side-effects.
Which is all to say, pure functional approaches do not neatly model the real world, so F# is going to have to carve out a niche where it easily manages real-world problems. It cannot be a general purpose language, because it does not neatly solve general purpose problems.
