Handing full access to the data on a user's device over to a company with the scruples of somebody like Facebook is a privacy nightmare, not "opening their platform a tiny bit".
Because when you open it to Proton, you have to open it to Meta. And when Meta does Meta things, the first thing the average user will complain to is Apple - "didn't you advertise to me about privacy?!"
Yeah, but you get to choose who gets to rip off your data. Joking aside, perhaps there would be some privacy focused alternatives and most importantly for Europeans, they would be hosted in the EU.
Apple could make settings for controlling exactly what is shared with the various assistants installed including Siri itself. No need for defaulting to full access.
Apple is not abiding, because they want to use time to really ensure they have the best assistant, before they allow competitors to build assistants for iPhone that can replace Siri (in the EU only probably)
EU rejected that. DMA says that 3rd parties must have the same access to data as Apple does, and obviously Apple does not want to turn Siri into a cookie banner party.