OCaml object system is better than what .NET offers, IMO. On one hand, it enforces clear interface/implementation separation ("classes aren't types"), while structured typing for objects makes this arrangement easy to use in practice. But then there are also powerful features such as multiple inheritance.
The biggest quirk coming from something like Java or C# is that you can't downcast. But classes can still opt into this ability (by using virtual methods + extensible variants) where it makes sense; and in most cases, the presence of downcasts means that a discriminated union is probably a better fit to model something than a class.
It's things like that that makes OCaml what it is. It supports OO even if you don't use it all the time, it supports imperative constructs. I remember reading in "Le langage Caml", by Xavier Leroy, that you should use an imperative loop over recursion if the loop is simple, and keep recursion for complex use cases, where it makes sense. That's not something you often hear from functional programmers, probably because the ones we hear are more obsessed with purity than practicality. But it's a great way to show OCaml's values.
