Many countries have had legislation only allowed connecting certified equipment to the telephone network. That was a terrible situation (ask your nearest old-timer), and the legislation will be certain to include anti-competitive elements. It also doesn't address the issue of whole classes of vulnerabilities discovered after the certification requirements were written, and extant certified devices that are now found to be vulnerable after all. Plus, it takes a long time to push through changes in laws and regulations.

What about connected devices? Does the hardware and server have to be certified as one system? That shifts the burden (and cost!) of certification to the customer, which can be enormously expensive and time-consuming. Want to set up a Linux media server in your home? Not until you pay to get your home network and TV certified! And don't even think about changing the configuration or installing updates later, either.