They do provide pre built stuff. It's just really unclear on their website that this is exactly what they do.

I had the same problem as you. Here is me whining about it on the Caddy frum:

https://caddy.community/t/wildcard-certificates-building-fro...

But in the end I managed to get the pre built stuff.

Their download section is extremely unclear about whether or not you need to build Caddy. You don't.