There are certain places where traditional functional techniques make a lot of sense, and lead to code that is both smaller and more concise. A classic example is text parsing and tree processing, both often appearing together when you’re implementing a DSL. F# features like anonymous iterators, extensible pattern matching, and ability to define custom infix operators to serve as combinators really helps a lot here. Meanwhile, on the C# side, LINQ is a good start, but it doesn’t take you all the way there.
I suggest you have a look at FParsec, and see for yourself how much better suited it is to advanced text processing / parsing than any library you could possibly write in C#.