OK, I _think_ I have 'fixed' it (fixed, as in this is a hack but it seems to work). In case anyone else is having the same trouble, try the following

1) Download MPASM 5.2 from microEngineering Labs - http://melabs.com/support/mpasm.htm

2) copy this over the top of the existing MPASM in the MPLAB folder.

You should now be able to compile files in MPLAB, but not debug them, as no object file or debugging information is generated(!)

3) In MPLAB, go project -> build options -> project, then the PICBASIC PRO tab, then click 'use alternate settings'. Make sure it says -n ampasmwin -k# -oo -> the -oo passes -o to the assembler, which forces it to generate an object file.

This seems to work, but I'm not sure why I didn't have to go through this for the desktop.