We consider a cell-free massive MIMO system with multiple antennas on the users and access points. In previous works, the downlink spectral efficiency (SE) has been evaluated using the hardening bound that requires no downlink pilots. This approach works well when having single-antenna users. In this paper, we show that much higher SEs can be achieved if downlink pilots are sent since the effective channel matrix does not harden when having multi-antenna users. We propose a pilot-based downlink estimation scheme and derive a new SE expression that utilizes zero-forcing combining. We show numerically how the number of users and user antennas affects the SE.