It seems not to work when trying to load it as a script. It has been tested with metacallcli:

CS0116: A namespace cannot directly contain members such as fields or methods
CS1514: { expected
CS1022: Type or namespace definition, or end-of-file expected
CS1002: ; expected
CS1022: Type or namespace definition, or end-of-file expected
CS0116: A namespace cannot directly contain members such as fields or methods
CS1022: Type or namespace definition, or end-of-file expected
CS1002: ; expected
CS1520: Method must have a return type
CS1002: ; expected
CS1022: Type or namespace definition, or end-of-file expected
CS1514: { expected
CS1513: } expected
CS1002: ; expected
...

This is happening because of this method only supports CSharp. An addition would be to use F# compiler services to implement full support to F#. Visual Basic can be easily done too, with less work (only file extension detection and switch between SyntaxTree depending on it).

Compiled DLL not tested, but I think it should work because of uniformity of netcore assemblies.

That's all true. Roslyn is the compiler platform for only C# and VB, thus it can't analyze F# source codes. This is a sample for testing F# support, using the C# loader for .NET Assemblies. I'll add the project file for easier compilation.