If you think Apple is bad, wait until you see Sony's terms for publishing a crossplatform game on Playstation (Xbox is a bit better.) The agreement they force publishers to sign has all sorts of stipulations, including rules that require payments when PSN users spend more on the PC version of a game than they do the Playstation version, and a prohibition on moving purchased cosmetics to accounts on other platforms.
Nintendo, Sony, Microsoft - all of them would be dead set against third party stores. So would all the media conglomerates (that Sony doesn't own.)
Many software developers would also be against it. If you sell an app on the iOS store, you're virtually guaranteed it won't be pirated. That guarantee goes away the second iOS devices can use third party stores and run any app.
That TPM chip in every x86 system? That isn't there for you, friend (although now it can be used to store FDE keys.) TPM was for storing the keys to decrypt media files.
People seem to keep forgetting that many of the security systems in MacOS and Windows aren't designed for your security, but the security of licensed content.