I would've loved an F# that found a way to improve on the performance issues, especially when using computation expressions. That and, either, a deeper integration of .NETs native OOP subtyping, or some form of OCaml-like module system, would have been enough to make it an almost perfect language for my tastes.

Obviously, these are big, and maybe impossible, issues. But Microsoft as a whole never really dedicated enough resources to find out. I feel for the people still working on it, their work is definitely appreciated :)