Not the ones I've used. Haskell compiles to executables, F# compiles to the same bytecode that C# does and can be shipped the same way (including compiling to executables if you need to deploy to environments where you don't expect the .NET runtime to be already set up), Clojure compiles to .jar files and deploys just like other Java code, and so on.
I'll grant that there are plenty of languages that seemed designed for research and playing around with cool concepts rather than for shipping code, but the FP languages that I see getting the most buzz are all ones that can ship working code to users, so the end users can just run a standard .exe without needing to know how to set up a runtime.