Oh, this doesn't sound good at all.
One thing I positively hate about Java is always having to worry about which version of this and that (sdk, vm, headless, etc...) you run on top of. The claim of write once run anywhere has not really happened in my book.
Even C++ is better in that regard these days.
I am certainly hoping the .NET / F# environment didn't inherit that attribute from the Java ecosystem, that'd be a major downer.
My goal is only to learn F# / experiment with it, and I'm certainly hoping never to have to spend a second thinking about "versions of the runtime & sdk".