It depends what kind of backdoor the UK is asking for but "encryption backdoor" sounds like cryptographic compromise. I don't know if that's what it means but either way the only way to be sure your keys are secure is to generate them yourself.
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.