Yes, you could do that. Won't judge that approach - that's probably a cultural thing. But you have access to side effects and could dump stuff to the console (even, if you're so inclined, using the .Net framework standard way, calling Console.Write/WriteLine - although the print* stuff in F# is really better suited if you decided to go down that path).
I'm pretty good at Haskell and prefer print to debuggers in pretty much every language. I'd rather have the computer produce output for me to read than to have to hand-hold the computer through evaluating my program. It's easier.
OCaml, on which if I understand it correctly, F# is based, allows you to do that easily, but it's not really natural to do so in this programming languages.