That's correct, when you run the software, you agree to the license. But before that, you still don't own the software. At no point do you ever own the software. You simply pay for a license to use it. This is the same with OSX, Windows 7, etc.
You are correct that consumer EULAs haven't really been tested in court, but that is irrelevant to this discussion. This isn't about the EULA. Apple is not stopping you from putting a third party app store on the device. They are stopping you from putting a third party app store on the stock iOS. If you jailbreak, then you can put Cydia on it.