As the consumer I'm entitled to listen my music as loud?

I got my iPhone changed over and I put all my music back on, going to listen to some of it and find it's got a 'EU limit' on it, wtf? Am I not entitled to listen to my music the way that I want to? Are they taking away our privileges as the customers?

Go to the Apple store and inquire about it.

There are no legal or contractual grounds to compel Apple to sell you hardware that plays music as loudly as you want it to. Your remedy is to buy a product from some other vendor.

Better to listen to music within limits now than to have hearing problems later in life.

You sound like a selfish young 14 year old and that's giving you the benefit of the doubt.
Have you not stopped to think why there might be a limiter on it? Of course you haven't because you have no interest in the fact it may adversely affect other members of the public.
My niece has one with a limiter which her father had checked out and found that there were two reasons. 1. The decibel level when at full was harmful to the ears.
2. The manufacturer was covering themselves against any possible claims by numpties who might want to sue them because of hearing problems in the future by claiming nobody told them it might hurt their ears.