Good cross-platform support is indeed very important for a programming language. The F# community is still small so there probably aren't many users on Linux and OS X.

Don Syme (the creator of F#) has said that Microsoft will release the F# compiler under an open source license. I think that the future of the language will depend on it. If the F# compiler cannot be included in Linux distributions then the uptake from Linux and OS X users will be low. That would seriously hinder the (open source) community aspect of the language. I don't think that a young advanced language can survive without it.