My executables created using pyinstaller are rarely below 40 MB. How did you manage to get such a small .exe file?
It might depend on what Python libraries you have installed on your Python instance. If you have numpy, scipy, etc., they can get pretty big! If it’s just pygame it’s usually manageable.
There’s a way to exclude specific libraries in the pyinstaller config file, or you can set up a fresh Python environment through virtualenv or similar.
Hope that helps!