as without at least one bug, you don't even own your own phone enough to look for others

Indeed, the fact that these bugs can lead to freedom, in the form of jailbreaking, certainly complicates the decision.

The physical analogy doesn't help either; I mean if you were somehow kidnapped and physically kept hostage in a "walled garden", would you tell those watching over you that you found a way out, if they told you that telling them would result in some reward --- but that you'd remain inside?

I have, a handful of times, discovered exploits that would break some DRM or allow myself more freedom (e.g. bypassing a registration-wall on a website or other software, found detailed intended-to-be-confidential service and design information for equipment I own, etc.) In all those cases I never considered notifying the author(s) about it. Granted, this was a time when bug bounties were nearly nonexistent, but now that I think about it, even if I was offered some other reward, I wouldn't.