Let $F$ be a finitely generated free group and let $S \subseteq F$ be a subset for which there is some $\epsilon > 0$ such that for any epimorphism to a finite group $\phi \colon F \to G$ we have that $\frac{|\phi(S)|}{|G|} \geq \epsilon$ (that is, the closure of $S$ in the profinite completion of $F$ has positive Haar measure).
Is it possible that the closure of $S$ with respect to the profinite topology on $F$ does not contain a coset of any finite index subgroup of $F$ ?
This is the same as asking whether it is possible that $S$ is nowhere dense (the interior of the closure is empty) with respect to the profinite topology.