Right, in other words it is just a function. I don't think the categories have to be discrete just to satisfy the functor laws; even ignoring that, what would the morphisms be in principle? I don't think there is an obvious choice, at least.
I think in OCaml, "functor" basically just means "like a function but for modules". They might technically be categorical functors, but it seems quite different to the meaning in Haskell where they are plainly categorical functors (modulo Hask technically not being a category).