After clean install of Windows 10 FCU:
Installed Visual Studio Community 15.4.4, with F# support selected, plus nightly Visual F# Tools.
Installed Visual Studio Community 15.5.0 Preview 4, with F# support selected, plus nightly preview Visual F# Tools.
Afterward, no custom icons or file associations for F# files in Windows Explorer:


This is not consistent with other file types such as C#, or with VS2015 which I'm pretty sure did set up Windows F# file associations.
I didn't do much between the 15.4 and 15.5 VS installs, so I don't know if they were possibly there in 15.4 and wiped out by 15.5.
Huh, I've never seen this happen before. I don't have this on my machine.
Closing this out - @chadunit I still haven't seen this occur. Please do let me know if you see it again.
@cartermp Here is a repro.
Download Windows 10 development VM (Hyper-V): https://developer.microsoft.com/en-us/windows/downloads/virtual-machines
Run the VM which has VS 2017 15.5.0 preinstalled.
Run VS, sign in, create F# project. (Or just create .fs files in file explorer.)
Observe in file explorer there are no associations for F# files. Updating to 15.5.6 has no effect. (Also browse C:\samples and note almost every VS-related file type other than F# has association.)

Same here.
Win 10 [Versi贸n 10.0.17763.55]
Visual Studio 2017 15.8.8
F# 4.5
@cartermp, it seems there's now a repro and it still happens. Maybe specific to VMs? I haven't seen this either, and perhaps it's just that the windows explorer's icon cache needs to be reset.
I suggest we reopen this?
I'll re-open it, though I cannot reproduce it on a VM.
I found that this issue was also logged under another project:
https://github.com/dotnet/project-system/issues/3351
https://github.com/dotnet/project-system/issues/3352
Given that this is for .NET Core SDK projects, my guess is the project system bugs are the correct ones to track this. Thanks @chadunit!
I had the same issue on a fresh win10 machine, no VM.
I managed to make it work by exporting the reg keys and FSharp folder from a working machine where VS2015 was installed.
Also I create a repository where the .reg keys and folders can be downloaded, in case it helps.
Re-opening this, as it's an issue in our setup and not on the .NET project system
Associated .NET project system bug: https://github.com/dotnet/project-system/issues/3351
Confirm
For example, for C# there are such Registry records
Windows Registry Editor Version 5.00
[HKEY_CLASSES_ROOT\VisualStudio.csproj.c7f4b4fa]
@="Visual C# Project File"
"AlwaysShowExt"="1"
[HKEY_CLASSES_ROOT\VisualStudio.csproj.c7f4b4fa\DefaultIcon]
@="\"C:\\Program Files (x86)\\Microsoft Visual Studio\\2019\\Enterprise\\VC#\\VCSPackages\\csproj.dll\",0"
[HKEY_CLASSES_ROOT\VisualStudio.csproj.c7f4b4fa\shell]
[HKEY_CLASSES_ROOT\VisualStudio.csproj.c7f4b4fa\shell\Open]
[HKEY_CLASSES_ROOT\VisualStudio.csproj.c7f4b4fa\shell\Open\Command]
@="\"C:\\Program Files (x86)\\Microsoft Visual Studio\\2019\\Enterprise\\Common7\\IDE\\devenv.exe\" \"%1\""
But where the F# icon is located I don't know.
@xperiandri I created a repository with the registry entries:
https://github.com/blfuentes/Fsharp_File_extensions
@blfuentes, cool! Thanks!
Most helpful comment
I found that this issue was also logged under another project:
https://github.com/dotnet/project-system/issues/3351
https://github.com/dotnet/project-system/issues/3352