With any option activated, with any compression method engaged, freepascal executables are at least 3 times bigger than Delphi ones. This is a fact. Relevant or irrelevant? That's another matter.
This fact alone is meaningless. The relevancy of this is the most important part on the discussion.
Hello worlds are not real world applications, they are useless, and optimizing a compiler / ide to produce the best hello world is a complete lost of time. Lazarus is optimized for real world application, at the cost of producing bad hello worlds (a good trade off in my opinion).
And yes I agree, the executable is 3 times bigger then with Delphi. That suggests what everyone already knows: Delphi is a great tool for Windows development, the best I would say.
Free Pascal / Lazarus were created with other things in mind, specifically the following:
* They are Free Software
* They support many, many architectures and operating systems
The initial executable size is a trade-off to have the benefits of other things they provide to us.
There is something that you probably didn't think of: The same project can be compiled with both Delphi and Free Pascal. So it's not a question of one or the other, you can use both.
If in your particular case you have money to buy Delphi, you don't care about any other architecture/operating system other then Windows for 32-bits x86, then maybe you should stick with Delphi.