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I am just curious but what changed after the iPhone? It seems like there were a couple of app stores (e.g. GetJar) before the iPhone, but I don't know if they differed before the iPhone or if they were basically a less popular earlier version. Did carriers have to approve apps that went into the store or did they have to approve the store as a whole?

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The app stores were not built into the phones. You had to navigate to those third party app stores via the web and download them to your phone. But that web navigation was done via your computer rather than your phone itself. The phones were serving a baby form of HTML that had to be routed via through the carrier if memory serves.

Many carriers intercept web traffic and, sometimes, inject headers.

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