Because they want control over their platform and one (but not the only) reason for that control is to deliver a consistent and safer experience to their users. The app store is a part of that control but it's not some moneymaker.

The fact that you can't install random apps from anywhere on an iPhone doesn't make the device less desirable to anyone, statistically. Incidentally, if you have source, you can install an app on your phone without paying a dime to anyone.