Perhaps because you're being pedantic about .NET versus the CLI? The CLI spec is a standard and open source. Microsoft's own version isn't open source (well, they did release an "open" source version, Rotor). But Mono's is.
F# has a very strong following on Mono though. In fact, I suspect a higher percentage of F# developers develop and/or deploy on Mono than any other language does.
You may not know this, but F# ships with the Mono distribution for OS X, and it may well ship with the Linux packages before long.
BTW, I maintain the F# port for FreeBSD, and the combination of F#, Mono 3.2.x, FreeBSD 10, and emacs is extremely fast and stable. http://fsharp.org/use/freebsd
That's true. Mono is generally slower than the CLR, though it has been improving ever since Xamarin took over. There's also an option now to use LLVM as the JIT compilation engine in Mono; for server-based applications (where steady-state performance matters more than start-up time), this can greatly improve the performance thanks to LLVM's optimizer.
With the improvements in the latest 3.2.x branch, I think Mono's performance is at least "good enough" for many use cases.
FWIW, I do a bit of F# + Mono development on FreeBSD 9 (and now FreeBSD 10) and have found the performance to be quite good. I wrote an installation guide (http://fsharp.org/use/freebsd) if you want to give it a try, e.g., in a VirtualBox VM.
F# is also open-source (https://github.com/fsharp/fsharp). Why do you keep implying it isn't?