Cars and houses can have alarms, and customers decide whether they need them or not. We do not require that all cars and houses come equipped with them. Wallets can be attached to a chain or placed in the front pocket. We don't require that you can only purchase a wallet with a chain.
Unlike childrens' toys that require battery covers to be screwed shut, or cars that must have seatbelts, the theft of a device does not seem to be a public safety issue. Your decision to own an expensive phone and take it out of your pocket at the train station seems no more necessary of regulation than your decision to wear an expensive necklace.