Because it's not Apple's phone, it's my phone.
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I will say—I agree with what the EU is doing but I actually disagree with their reasons. To me, the idea that a phone is ultimately owned by the phone manufacturer, and not the consumer, is extremely dangerous for personal liberty and free expression. My primary example of this is what happened when China asked Apple to pull the Hong Kong protest safety app. No one company should be able to control what everyone else is able to see on their phones.
What Apple is doing does increase security, but the risk isn't worth it. It makes it too easy for a government, a business executive, or anyone else to control me, to control the whole population!