Playing a MIDI file isn't a straight forward task! To me, it feels akin to sharing an image without telling its colour space.
And you think, wouldn't it be cool if the .MID contained the SoundFont? And... you get .MOD files, which were unfortunately seen as this weird demo scene format but were quietly doing things the music industry had not gotten around to yet. It was MID that would sound identical on any machine you played it on (assuming said machine had PCM playback)
That means putting them in ROM and that means compliant hardware or CDROM latency.