Our local dump has piles of free mulch but most residents don’t use it. Why? For one thing, the mulch is newly ground up and not processed (heated) to kill any sort of bacteria etc... This free mulch, for example, may contain the disease that killed a tree. If used, it could spread to the tree in your yard. My FIL (who was the most thrifty of men since he was raised during the Depression) brought home a lot of it. He found a used needle in it (thank goodness he wasn’t stuck with that) and some rusty barb wire. We ended up taking him for a tetanus shot since the wire did cut him. After that... we bought mulch.
Unless you do your own, the free mulch is usually loaded with weed seeds.
Same with free compost. Filled with weed seeds.