How is changing firmware different?
Because it's digital, and common sense has been thrown out for digital goods.
You see, copyright used to come into play when you copied something. As long as you only used it, it didn't matter. The book you bought, you could do with as you pleased, read or not, write comments into the margins, rip out pages and re-arrange them in an order you prefer, whatever.
Only when you made copies of your Romeo & Juliet where the death scene is at the beginning and the rest follows with the word "Zombie" inserted here and there would you be in violation of copyright (well, not really due to that one having expired, but you get the point).
You'd assume it would be the same for a digital book, but it's not. Someone who should be in an asylum instead of a court room decided that in order to read a digital, you have to load it from storage into memory, which is making a copy and thus copyright applies which means the author can dictate terms.
That's why you don't own the firmware, and you don't even own the copy of the firmware on your phone, but if the manufacturer were to, say, distribute the firmware as a print copy the way very very early computer magazines once included software you could transcribe into your computer, then you could do whatever you want with the paper copy, including changing it.
If you think that's crazy, conf. "asylum" above.