They may fear losing campaign contributions if they do so.
Let the games begin
However, the European App Store experiment is well underway, and while the number of third-party stores that have appeared so far is limited, this may change. In addition to Apple’s App Store, European iPhone and iPad users can now choose between Setapp Mobile, AltStore PAL, Aptoid, Mobivention, and Epic Games Store. (Two of these are game stores, one is a B2B white-label app distribution service, SetApp is an app subscription service, and Aptoid is an open-source, standalone app store.)
From acorns new trees grow. But what I expect is that as the number of such stores increases, the sector will become more competitive and then grow a bit until the mergers and acquisitions begin. Once the inevitable market consolidation occurs, it seems reasonable to expect that we will end up with a couple of stores with unique selling propositions and two or three larger companies, one of which may (or may not) be Apple's App Store.