I have not, mostly because the plan was for people to use an external game launcher like Steam:
Since the kiosk mode isn’t a single Arcade game I’m not sure what you would need to do, it would proabably be easier to just make a custom kiosk mode by hand with some HTML/CSS/JS that links to games, then compile that all into an executable.
Well, you already can download the PNG file to reopen on the MakeCode Arcade website, and as for executable files, they would also run into the same problems of needing engineering time and money to maintain this