My hunch is that having X-Frame-Options: DENY start applying to native mobile apps wouldn't be feasible because it would break too much existing stuff that didn't intend to opt-out of native embedding, but having different syntax (X-Frame-App-Options: DENY for example) would solve this need very effectively.
It's interesting to note that Google have already taken steps in this direction: Google sign-in now detects if it is running in an in-app embedded browser and shows you an error telling you to use the native browser instead: https://developers.googleblog.com/2021/06/upcoming-security-...