"It kind of makes sense if you think about it - The iPhone OS is OS X, the SDK for it runs only under Mac OS X."
So why then was I able to develop my PalmOS apps from Linux and windows?? I remember that I was even able to use plain-old gcc, just by switching the target arch flags. Oh, that was like, mid-2000.
AFAIK, this is the same case for Symbian; though Blackberry does seem to have a Windows-only SDK :(
Lack of "doing what you want" was the main reason I switched to PC's in the first place! (Mac User 1986-1997) Ok, there are security issues, but a good OS framework lets you place security constraints on what you can or can't do, according to user permissions. That's the whole point behind using system calls, and the concept has been around for all POSIX-compliant UNIX clones out there.
The only reason I see for restrictions is for virus prevention, which is dealt with by Symbian Signed and RIM's signed module restrictions. But even then, it is only certain stuff that needs that process, not all apps.