How many risks here are new in iOS 15 or exclusive to Apple products?

Specifically, I believe the real risk seems to be that you have very few ways to know if your device is doing anything when it's on or off unless the manufacturer tells you.

If you don't believe that everyone, including your government is corrupt, the only solution is through government regulation. Clearly the private companies are otherwise going to do what they will.

In some cases. In other cases the government regulation is what puts people at risk in ways that the companies have no interest in doing.