My personal and controversial [0] take is that the free energy should really be seen as the Legendre transform of the entropy, not of the energy.
I know it is ultimately semantics, but this viewpoint makes the passage from the micro-canonical to the canonical ensemble so much nicer. In particular, the saddle point approximation for the canonical partition function makes it natural that the ensembles are equivalent in the thermodynamic limit... through a Legendre transform!
Bonus corollary: the statement mentioned in the blog about the derivatives being each other's inverses is just saying that T(E) and E(T) in respectively the micro-canonical and the canonical ensemble define the same relation between E and T.
[0] Proof of controversiality: even Wikipedia disagrees with me here, see https://en.wikipedia.org/wiki/Thermodynamic_free_energy