Some cell phone companies block users from installing *anything they want* in their Windows Mobile devices (AT&T for instance). In the end it's about the user experience, and their perception is that these phones do not allow installation of apps, unless you purchase them from the carrier's website.
You may say that unlocked phones allow installation of any app, but then, their price is not as attractive to the end user as the subsidized iPhone price is.
Cell phones and PDAs in America are simply a money making machine for the Cell Phone operators. The iPhone, Android are the first steps to open this market and move it away from the operators, with more variety and options, but we still have the censorship of Apple for their App store.
Let's hope the Android takes off and becomes a standard, so that we can have the freedom to control our own phones.