Because there is a bigger picture here than just "buy a different phone" as mobile computing becomes more ubiquitous. I think that having a single app store on the dominant platform that everyone is forced to go through is akin to having a single browser on the dominant OS. So in the end it's not about suing Apple per se but if a suit against Apple were successful then the rest of the market players would be forced to open up as well.
I think it would be pretty easy for Apple to allow apps to be installed on their devices without having to go through the app store. You can already jailbreak to do this so the capability is there Apple just needs to allow it. Not sure what legal damage you think they would incur except whatever they would pay to fight the suit.
