You do understand the reasons right? iCloud, iMessages etc are an interplay of software in your device, software in cloud and some networking. They have to work together. A jailbroken phone can have a tinkered iMessage app. Supporting tinkered / unsupported versions is more overhead / possible security risk. Why would you expect them to take on that?
My computer is jailbroken, I have sip disabled yet icloud and imessage work. So what makes my computer different from my phone?
Who bears the security risk? The user.
The only security risk for apple is a job security risk if the ecosystem lock-in is eroded.
I agree with your point, though I can easily modify ~/Library/Messages/Attachments or ~/Library/Containers/com.apple.MobileSMS/Data on macOS, which is a platform similarly secure to an iPhone when you take sandboxing, sip, etc. into account. So Apple already supports macOS, which can be tinkered, no? I guess the argument is that by locking down iOS, a platform which was never open, they just never needed to handle that class of security risks which are introduced when customers have more freedom.
I did actually discover a bug in iOS (related to photos which have failed to sync to icloud for the past four years) by investigating why there were over 23k empty folders in ~/Library/Containers/com.apple.photos.ImageConversionService/Data/tmp/, fwiw.