This is not true. Having written a good amount of OCaml I would argue that programming with side-effects in OCaml is extremely approachable - almost as much as Clojure. There are mutable data structures in the stdlib (Array, Hashtbl) and IO etc. is straightforward. Like Clojure, there exists a ref type which can be easily mutated. It's one of the reasons why OCaml strikes as an extremely pragmatic language to me.