Just to clarify, it's not concurrency that's the issue but parallelism. You can write nice concurrent code pretty easily, but writing code that runs on multiple cores is still a problem. Also, if you're interested in using OCaml for web programming, there is some pretty cool stuff you might wanna check out [1] [2] [3]. That said, there's no great solution to the lack of macros :/
[1] https://github.com/dannywillems/ocaml-for-web-programming
[2] https://github.com/rizo/awesome-ocaml#web-development
[3] https://facebook.github.io/reason/
[2]