Capitalist view: If they didn't emphasize it, some first-time Apple customers might be convinced by concerned friends and family to enable Lockdown Mode by default, and then might complain to Apple / return their device because it "doesn't do the things it was advertised to do" (because those features don't work in Lockdown Mode.)

Realpolitik view: repressive regimes probably only allow Apple to release devices with this feature available, as long as they don't heavily push it / make it the default. If Lockdown Mode defaulted to "on" in China, and so was used by the majority of users, then Apple would be quickly booted out of China.