I think it's because you're coming from a position of insufficient cynicism.

Are you torrenting, or planning terrorist acts, or whatever else, on your mobile connection? You're crazy. I would never do anything I'd want to hide from the government on my phone; it's already got that mysterious baseband coprocessor running god-knows-what with direct DMA access to main memory. Adding a VPN pipe directly to the manufacturer doesn't make me any more potentially-spied-on than I already was, since the ISP already, effectively, had arbitrary code execution and their own backchannel.

Security professionals don't avoid smartphones altogether, of course; they just use them only as conveniences for "unclassified" day-to-day operations.