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I don't like the idea of all my future connected devices accessing the internet directly. But if they could sit behind something provided by Apple it should help security and allow for all these devices to be controlled by 1 interface.
So you are asking that some one build an firewall/router with integrated VPN? That's been available for decades already. They are not expensive and sold "everywhere". You might even own one now and not know it.
The way it works is you use a VPN into your home network, basically an encrypted tunnel. This is widely used technology and solves the exact problem you thought of. Many companies use it so there employees can access the company's internal network. It can be made VERY secure if you use things like one-time passwords that quickly expire.
What's needed is a way to allow people who don't understand the technology to set this up. But this is just a matter of interface design