They'd do it directly because it's expedient and useful. If you're operating such a sprawling authoritarian regime, it's important to occasionally make a show of your power and control, lest anyone forget. The CCP isn't afraid of Apple, Apple is afraid of the CCP. Lately the CCP has been on a rather showy demonstration of its total control. If you're them it's useful to remind Apple from time to time that they're basically a guest in China and can be removed at any time. You don't want them to forget, you want to be confrontational with Apple at times, you want to see their acknowledged subservience; you're not looking to avoid that power confrontation, the confrontation is part of the point.

And the threat generally isn't made, it's understood. The CCP doesn't have to threaten in most cases, Apple will understand ahead of time. What gets made initially is a dictate (do this), not the threat. If something unusual happens, such as with Didi's listing on the NYSE against Beijing's wishes (whereas ByteDance did the opposite and kowtowed, pulling their plans to IPO), then, given that Didi obviously understood the confrontation risk ahead of time and tested you anyway, then you punish them. If that still isn't enough, you take them apart (or in the case of Apple, remove them from the country).

To also clarify, the avenue of extortion isn't open to every country. But the avenue I presented is as long as that country has an ally. I'm not aware of any country not having an ally, so I presume that this avenue is pretty much open to any country.