I only have to use a third party app to change the settings on the headset (like equalizer and noise canceling level). For my devices I have no need to change these more than a couple of times per year, at most. For my Bose QC35 I think I've never touched the app after first configuration. Those settings are stored in the headset, so once I've set them they stay the same regardless what device the audio streams from.

The vendor lock-in is by definition there if there are any special Apple features. If there is no vendor lock-in, there is neither any special Apple-exclusive magic features that justify the price premium?

I know my FIIL buds don't have active noise canceling. They are IEMs and give about 20 dB passive noise reduction which is more than enough. The microphone quality is decent, but for any longer calls I use my Jabra which has a proper mic.