So the difference between Apple generating the key on device and storing it in the SE and the user generating it and storing it in the SE is that the user can use a known-secure key generation algo. If Apple generates the key you can't be sure it's cryptographically secure and doesn't have a backdoor.
At this point, the people who claim they can’t trust Apple’s key generation should also distrust Intel or AMD or any other vendor’s key generation as well. Might as well generate keys by hand.
So you can eg. keep a backup on your own (secure) infrastructure. Transfer them when switching devices or even mirror on two different ones*. Extract your own secret enclave contents. Improve confidence they were generated securely. And depending on implementation, perhaps reduce the ease with which Apple might "accidentally" vacuum the keys up as a result of an update / order.
*Not sure how much these two make sense in the iOS ecosystem. I know on the Android side I'd absolutely love to maintain a "hot standby" phone that is an exact duplicate of my daily driver, so if I drop it in the ocean I can be up and running again in a heartbeat with zero friction (without need to restore backups, reliance on nerfed backup API's outside the ones Google uses, having to re-setup 2FA, etc. and without ever touching Google's creepy-feeling cloud).
If your phone company asked you to give them the key to your house, in perpetuity, how would you feel about that? (Particularly if they insisted you sign a 15 page Terms of Use first that disclaims all their liability if anything goes missing).
If the backdoor is some other method of getting your key off the device then all bets are off.