Luckily, they don't bring with them a lot of cognitive overhead for the developer, so their presence masks the expressiveness of OCaml in LOC stats IMHO. I use interface files to make public signatures explicit, abstract away some types and write thorough doc-comments. I'd be tempted to exclude them from such a comparison to better relate code size with programmer efficiency, especially when comparing to a language like Python.
On the other hand, in languages like C we couldn't exclude header files because they include macros. (Although I suppose a fancier comparison could count macros and exclude function signatures.)