$^{75}$As and $^{139}$La NMR results of LaFeAs(O$_{1-x}$F$_x$) ($x$=0, 0.025, and 0.04) were reported. Upon F-doping, the tetragonal-to-orthorhombic structural phase transition temperature $T_S$, antiferromagnetic transition temperature $T_N$ and internal magnetic field $mu_0H_{rm int}$ are gradually reduced for $x<0.04$. However, at $x=0.04$, $T_N$ is abruptly suppressed to be 30 K along with a tiny $mu_0H_{rm int}$, which is distinct from the continuous disappearance of the ordered phases in the Ba122 systems of Ba(Fe,Co)$_2$As$_2$ and BaFe$_2$(As,P)$_2$. The anisotropy of the spin-lattice relaxation rate $T_1^{-1}$, $(T_1)^{-1}_{Hparallel ab}/(T_1)^{-1}_{Hparallel c}$, in the paramagnetic phase of $x = 0$ and 0.025 is constant ($sim 1.5$), but increases abruptly below $T_S$ due to the enhancement of $(T_1)^{-1}_{Hparallel ab}$ by the slowing down of magnetic fluctuations. This indicates that the tetragonal-to-orthorhombic structural distortion enhances the anisotropy in the spin space via magnetoelastic coupling and/or spin-orbit interaction.
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