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Free software is defined by the FSFs list of freedoms and MIT licence certainly provides those freedoms.

Fair enough, I got hung up on the lack of guarantees to distribute code alongside compiled applications.

Would you say compiled MIT programs are still "free software" when they don't come with the source code?

Freedom 1 (see https://www.gnu.org/philosophy/free-sw.en.html) depends on whether the source code is available, not whether the source comes with the binary.