Because I've hired a security analyst and he has determined that this is a EXPLOIT, and is not normal iPhone behavior. That should only pop up if and when you are working with a Apple Specialist, DIRECTLY, to allow extra permissions on the device for them to connect and diagnose any problems. I'm sure you can imagine the security implications considering the admin privileges that this provides, it's a security issue, as the device is recognizing that Apple is trying to connect with it, but they are not. Location data, screen sharing, etc. This "Start Diagnostics With Apple Support" occurs on ALL of my devices, as well as some family members' devices. He's identified it as spyware, and is currently working up technical details and the logs for Apple, although he's sure that they are already aware of it and have chosen not to patch the exploit, as he's seen this before.
Now, if your device(s) were doing this, and not everyone else's, would that not draw a red flag that something is not right?