D'oh, it wasn't the doc site. I was lazy:

  $ bun build --help | grep Implies
      --compile                             Generate a standalone Bun executable containing your bundled code. Implies --production
  $

I actually did double check it though because it used to be wrong. For good measure:

  $ grep bun build
  bun build --bytecode --compile --outfile bun-darwin-arm64         --production --target bun-darwin-arm64         app.ts
  bun build --bytecode --compile --outfile bun-darwin-x64           --production --target bun-darwin-x64           app.ts
  bun build --bytecode --compile --outfile bun-darwin-x64-baseline  --production --target bun-darwin-x64-baseline  app.ts
  bun build --bytecode --compile --outfile bun-linux-arm64          --production --target bun-linux-arm64          app.ts
  bun build --bytecode --compile --outfile bun-linux-arm64-musl     --production --target bun-linux-arm64-musl     app.ts
  bun build --bytecode --compile --outfile bun-linux-x64            --production --target bun-linux-x64            app.ts
  bun build --bytecode --compile --outfile bun-linux-x64-baseline   --production --target bun-linux-x64-baseline   app.ts
  bun build --bytecode --compile --outfile bun-linux-x64-modern     --production --target bun-linux-x64-modern     app.ts
  bun build --bytecode --compile --outfile bun-linux-x64-musl       --production --target bun-linux-x64-musl       app.ts
  bun build --bytecode --compile --outfile bun-windows-arm64        --production --target bun-windows-arm64        app.ts
  bun build --bytecode --compile --outfile bun-windows-x64          --production --target bun-windows-x64          app.ts
  bun build --bytecode --compile --outfile bun-windows-x64-baseline --production --target bun-windows-x64-baseline app.ts
  bun build --bytecode --compile --outfile bun-windows-x64-modern   --production --target bun-windows-x64-modern   app.ts
  $ ls -1hs bun*
   59M bun-darwin-arm64
   64M bun-darwin-x64
   64M bun-darwin-x64-baseline
   95M bun-linux-arm64
   89M bun-linux-arm64-musl
   95M bun-linux-x64
   94M bun-linux-x64-baseline
   95M bun-linux-x64-modern
   90M bun-linux-x64-musl
  107M bun-windows-arm64.exe
  110M bun-windows-x64-baseline.exe
  111M bun-windows-x64.exe
  111M bun-windows-x64-modern.exe
  $