Apple has already stopped supporting activation of certain versions of iOS[0]. Also, just as a user can request locking down a phone at any time, Apple could technically lock down your device when they see fit. They're not going to do that, but the fact that it's possible is a bit freaky.
Someday, far in the future, their activation servers will go down, and no unactivated Apple device will be usable. Already, it is not possible to set up a new device without an Internet connection. Hopefully the jailbreak community figures something out by then, or maybe Apple would release a tool...
[0] https://forums.macrumors.com/threads/apple-no-longer-activat...