alt Hacker NewsYeah, and even if you need concurrency/parallelism within the function, it can be forgivable to use ConcurrentDictionary or ConcurrentBag or one of the many, many other thread safe mutable data structures built directly into .NET.
I will personally almost always prefer the pretty functional versions of things, and that's almost always what I start with. I like immutable data structures, and they are usually more than fast enough. Occasionally, though, you hit a bottleneck of some kind (usually in some form of loop), and you have to avoid all the beautiful functional stuff and go back to sad imperative stuff. When I do that, I usually try and keep it scoped to one function. Even within one function, I do find the persistent structures easier to reason about, but as you stated it's a small enough surface area to not be too irritating.
There are exceptions to this, of course. Sometimes for caching/memoizing I will make a global ConcurrentDictionary, and I'll use the interlocked thing to do global counters sometimes.
I find algo performance is a consideration, but so is overall system performance especially in the face of concurrency, staleness, update rate, data processing size, consistency of data, etc. I think persistent collections are just another tool which is sometimes appropriate; and it has saved me over the standard Concurrent collections in some interesting cases. There are significantly faster immutable collection libraries than the standard F# Map class though online you can use if I recall from awhile back - still not quite mutable perf though. It tends to be appropriate to use for almost the opposite case than a single thread in a tight loop which is the usual benchmark I guess. As usual YMMV/depends on problem at hand.