Macs and phones are different in their own ways. Yes the iPhone is pretty much a pocket-sized computer, but it has limitations.
No one on here knows for sure why they don't want 3rd party apps. My guess is they don't want a possibility of a program to access the network and possibly bring it down.
Before you flame me, hear what I have to say. Imagine if there was a real SDK and people were able to write apps. There are many of us who would want to check out new apps and would download without hesitation and install. What if one of the apps was maliciously coded to bombard the network? Could there be a possibility that the network would go down? I think that is why they don't want 3rd party apps. That or AT&T just doesn't it one there for financial reasons. Why SMS, when you could iChat for free on WiFi?
But then again, I keep thinking to myself ... the new iTunes WiFi can only be accessed via WiFi. Why can't Apple release an SDK and just have apps written for the iPhone or iPod Touch just access WiFi as well. Apps written by Apple themselves should be the only ones to access EDGE.
I really don't know the reasoning behind it, but I would like 3rd party apps, just not though AppTapp. If Apple built up something similar to it and tested the apps before they went live, then I would be all for it.