It's about equal rights. For instance, if the manufacturer can provide security updates, but you can't, they can notify the NSA about security holes first before providing the update. Whereas if it is r.w. for all, anyone can provide security updates.
In fact, a literal reading of the F.S.F.'s definition would make a computer with Windows on it, provided that it be burned into r.o. memory meet the terms of their Respects Your Freedom mark, though perhaps they would refuse in that case due to a clear violation of the spirit of the rules.
The problem is that by the F.S.F.'s definition, one can sidestep it all by simply burning any proprietary software into r.o.m., as then it is hardware, not software.
This paradox is the result of the F.S.F.'s insistence that the world can be neatly partitioned binarily into products that are entirely composed of “free software” and those that are not, and a want of such a binary partition often creates such bizarre paradoxes.
There is no such insistence by the FSF. They simply chose such boundary for giving their certification. It does not mean we should not go further than that, and FSF would of course encourage you to make even more freedom-respecting hardware.
If FSF would demand absolutely free hardware, there would be no devices to certify.
Rather, the F.S.F. should offer a description of checkboxes on devices of which important things they do and do not do, allowing users to easily select the devices with the checkboxes they value.
Arguably if Alexa's AI was burned onto a ROM, you could argue the entire Alexa speaker was a hardware appliance.
The alternative is requiring a microwave's control software to be fully free.