the law that apply to a phone is the law of the country you are at the moment.
Third-party store are there because an EU law that only apply to EU territories.
If you are out of the EU the law does not apply and Apple is not required to give you access to third-party stores.
the second you step out of EU, EU laws stop applying to you and the laws from whatever country you are in the moment start applying.
Apple devices that are within the EU laws jurisdiction does have access to third-party stores..
apple devices that moved to another jurisdiction are no longer subject to EU laws and therefore no longer have access to third-party stores.
The big question i have is if i with my non-EU iPhone will have access to third-party stores as soon as i step into EU, even if i do not live in EU and i am not a EU citizen.