I think often it's also a combination of what you described and big companies being super risk-averse. Why risk breaking regulations if you can just say no?
Then again, lots of Wi-Fi-enabled devices support simply changing their region setting and will happily let you use different Wi-Fi bands or increase signal power.
True but those bands are still official wifi bands somewhere.
On software-defined radios you can often use them way out of spec, way more so than using a forbidden channel. But in a totally different band. A good example is the RTL-SDR stick which was designed to be a TV received but can be used as a wideband SDR these days. That's a receive-only device so it's not that critical to regulators. Once you can transmit, it becomes more of a problem.
An example of a more problematic transmission device is the Raspberry Pi PWM pin. That's been used to transmit all sorts of stuff on many bands. Because it was never designed to transmit anything, it causes all kinds of weird harmonics and artifacts. It's a really bad idea to use it for that. Most people just do it under controlled circumstances.