No reason, except that the fact that you bought an iPhone, is itself a statement that you desire electronics which serve other parties' interests in preference to your own.
This is such a misguided statement that I don't even know where to start. You really aren't thinking that through.
I think the problem here is that Slashdotters are always comparing Apple's successful mass-market products and services to some Stallman-esque ideal service that doesn't exist -- or, worse, falling for some transparent marketing (like thinking the PS3 was a great console because it "ran Linux").
In the case of the iPhone, it's worth remembering the cell phone market that existed before iPhone 1.0. Those devices were entirely beholden to the interests of your cell phone provider. If they had an app store (and many did) it would be controlled by your provider. If they could play music, your provider would determine where you could get that music from. Your phone would be loaded up with crapware out of the box, again controlled by your provider.
For typical users the iPhone is way more open than the previous situation. iTunes allows music from virtually any source and any music you buy there will work on any modern device. Although there are restrictions on the app store, it is far more open than the previous carrier-curated equivalents. Music services like Pandora/etc, video services like Netflix, etc are available without having to pay any any additional monthly fee to your provider. I think it's absurd to suggest that the only reason anyone would want access to the Apple app store is because they don't care about their own interests.
So now you're comparing to Android, and I guess you think you have your utopia platform, but I'm here to disagree. If you're rational about the parties involved in Android, you have to see the way the product is designed to serve their interests over yours:
1. The carriers. With Android carriers gain more control over the software delivered on their phones than is available with iOS. Some carriers abuse this, others do not; the point is that they have additional power over the user and they are going to use it if it serves their needs. This is why it's not surprising that the carriers have stocked so many Android phones in their stores and pushed them to their customers. When people say that Android is "open", what they mostly mean is that the carriers have control.
2. Google. Android on the Google side is conceived as a powerful platform to sell the users to advertisers. While Apple runs an advertising platform, iAd, that is optionally available to app developers, no ads from iAd appear on the device unless a user installs an app that uses it. In contrast, Android phones are deeply integrated with Google's very profitable ad-supported services -- GMail, Google search, Google Maps, etc. For Google, the user is not the customer; the advertisers are. So whose interests are being served here?
We can argue all day about whether it matters who the customer is, but I think it does. I prefer to pay for things myself rather than be sold to someone else, partly because I don't trust myself to be immune to the influence of pervasive advertising. If I wanted to run something on the iPhone that wasn't allowed on the app store I'd just jailbreak it, like Android people do when their carriers lock the phone down. So far I haven't encountered such a need.