That's very obvious from your comment.
Apple Intelligence is an on-device LLM backed by a private Apple hosted LLM. So it has access to your private data and is designed to provide capabilities that can leverage it e.g. it will have knowledge of all your personal interactions across multiple apps. It is fundamentally a personal experience.
It is completely different from ChatGPT which is a single LLM that is used to provide a public experience. And nothing is stopping you from using Claude, Mistral or any other LLMs through their existing apps.