Ah yes, there is a known bug in the NuGet 2.1 tools for F# projects, where, among others, the packages.config file is not updated correctly. Updating to the current v2.2 nightly build fixes this issue (see link "NuGet.Tools.vsix" on http://nuget.codeplex.com/documentation).
Btw, there is currently a ticket to get rid of that zlib.net dependency in the main package.
Thanks,
Christoph