You might be thinking about not being able to have an antivirus? In which case, that is certainly a feature - not a bug. Allowing the privileges required to enable an AV to operate on iOS would severely degrade the security of your device. The losses would massively outweigh any potential benefits of having an AV.
iOS does not allow fine-grained control over outgoing network access. The assumption is that the user trusts the application to not do anything untoward, after all it was vetted by Apple before it appeared in the store. There are ways to get this type of control on iOS but since the first step you need to take is to 'jailbreak' the device this is not a real solution.
Android does allow this type of control through a multitude of firewall (i.e. Linux iptables) configuration applications. Android devices running version 3.x or earlier need to be 'rooted' to gain access to the firewall configuration, later versions (from 4.0) don't require rooting. The 'no-root' firewall works by routing all traffic through an on-device VPN (which can be instantiated without root access as of Android 4.0). This does mean the firewall application gets access to all network traffic, making that type of application a good target for those who wish to subvert Android network security.
Many apps connects back frequently -- sometimes every action I take. Enough!