Why can't the Iphone download anything outside of the Apple Store?

After having the Iphone 5 for nearly 2 years now, I don't understand why anyone would want to deal with iphone. You can't download anything, movies, music, or apps, outside of what's in the Apple store. I'm hoping the iphone 6 will be different, if not, I'm about to switch to Samsung soon.

Greed. To turn a maximum profit they force you to buy everything through their software they can tightly regulate it that way. Switching to Android OS systems if the most efficient way they allow you to Root your device or gain administration privileges if you choose and you can install software for anywhere obviously downloading from non-reputable sources is dangerous but they give you a nice warning before you install. Android is a very progressive Mobile OS designed by Google. In fact it is the most used Operating System than any other in existence! Happy Hunting I suggest a Samsung Galaxy S5 Active you will be surprised at how much more you can get done on it over a Apple iPhone 5

Because they make huge profit through tight control. If they let people download from somewhere else, their profit will drop like a rock.

Because everything is locked into itunes and apple approved apps they are able to make the system robust simple to use and optimised for apple hardware which makes it quick. Although you may not be able to understand why people would would want to use iphone, millions of other people do use the iphone for this reason, plus it looks cool and just works. Why on earth would do you think the iphone 6 would be any different? Apple would sacrificing a huge developmental cost, reliability and backwards compatibility for a solution that works for millions of people.
Go and switch to Samsung - I don't think apple will lose too much sleep.

You can download them using 3rd party soft wares however the reason they are blocking are few.

The first is that Apple wants you to use their services, so they want you to purchase music and movies from the iTunes Store, and Apps from Apple store. Here one thing is that Apple wants to make more profit so if you download from their Apple get some of the money you spend. Apple also wants you to use their products since they want people to use Apple, and then they can say that these many people use apple and bost about it later.

Another important thing is that Apple wants their devices to be secure, each and everything that is in the iTunes store or App store are tested before they are in so Apple filters all the security threats, virus, malware, illegal content, restricted content and unwanted content. So that iOS stays safe.

And another reason is the issue of piracy, if you are downloading movies and music from out of Apple then most likely you are using a source that illegally pirates the paid content so that it can be available for free, Apple doesn't want that thus they restrict it so you can't download illegal free music and movies.

And BTW, you CAN download Apps outside the App Store, however you need to go through some other procedures to do that. But no Jailbreaks need. I've downloaded few Apps that are out of the App Store, so yes you can do that. However if you download apps that are in the App Store but you download it from a different source then they will crash the app, this is because in these cases people will most likely try to download paid apps for free ILLEGALLY.

Apple has almost all the apps of the legal sources in the App Store, so

You need Music outside Apples products? Then just pay for Spotify or Beat Music or similar.
You need TV shows outside iTunes TV Shows? Then pay for Hulu+ or Netflix
You need Movies out of iTunes Movie store? Then just pay for Netflix or other Movie streaming app

And for Apps, the App Store is the largest mobile App Store in the world so there are almost all apps. Most(not all) apps that are not there but are in Android are either illegal/ unsupported apps/ unwanted or scam/ virus apps/ Only Android available made by Developer.