> Also, with a jailbreak, I own my data. iOS (Android too, I believe) actively prevents some data from being backed up or copied otherwise.

The primary area you see this is with applications which have flagged that data as sensitive so it won't be included on unecrypted backups (which includes iCloud). This is somewhat important for security — for example, you reasonably do not want TOTP seeds floating around invalidating your second factor security model — but it means you have a problem if an application you care about uses that feature in a way you don't anticipate.

> Also, with a jailbreak, I own my data.

Also with a jailbreak, other people own your data too. A jailbreak is an exploit. A hammer can be used to drive in a nail (jailbreak) or it can be used to smash windows (malware.) Same tool in the end.

The very act of jailbreaking is what keeps your system vulnerable to the same exploits used by malicious actors.

So get another phone.

How does this let you sideload iOS apps, or run older versions of them? That's like responding “just use Linux“ to a Windows user's complaint about Office.

Sideloading apps is not a feature of iOS. It is also illegal unless the app explicitly allows it in their license. If you need to be able to side load apps, you need a device intended for this purpose.

Regarding data, all user data on iOS is backed up either through iCloud and/or on your Mac.