There are so many categories where you cannot load software outside of what the manufacturer provides that you cannot list them. It would also be impractical to allow otherwise for many of these. Then you end up with warranty issues.
Would you allow people to load software of their choice for their automobiles? Tesla is fighting this one now where people are paying a third party to boost their horsepower.
Smart TVs usually are limited by their OS and encumbered by licensing that locks down what can be loaded. This mostly is because of decoding legalities
Who becomes liable if your privacy, assets, or even the device, are compromised because you were able to load software not vetted? Do you want a world where you need a virus scan program for your phone?
I look at it this way, you have a choice in what you buy, because a manufacturer does not adhere to your desire is by no means justification for forcing them to do so.