Not being able to unlock your phone or sideload programs. I don't accept the "we know what's best for you" argument. They could have allowed jailbreaking and added huge warnings.
Apple allows you to 'sideload' apps as long as you get a (free) developer account.
Can I just download an IPA from a website and install it on my phone if I have a developer account?
Can you with jailbreaks?
Yes, but Apple doesn't points for those, they actively oppose them.
Presumably they're talking about the App Store walled garden.