Better yet, a tool like Little Snitch should be built into the OS. Give me a detailed log of every network requests, to which domains, with what data.
This exists already! You can see it by going to Settings > Privacy & Security and turning on the App Privacy Report at the bottom.
If I remember correctly iPhone apps used to use the devices SSL certificates so you as a user could install your own and man-in-the-middle the traffic to see what was being sent. AFAIK now the apps use certificate pinning.
Yes and it should work properly instead of making unwanted initial outbound connections (macOS firewalls are broken).
It’s not quite that detailed but iOS’s builtin “app privacy report” does give a fair amount of info, including a list of domains accessed.
This isn't effective because Little Snitch only sees the domains so apps can just serve the trackers on the same domain as essential services making blocking impossible.
The only way to prevent malicious apps from affecting your privacy is to not install them or not give them network access.