That's how secure boot should work. Replacing the root of trust should require serious physical access that can be tamper-evident. And yeah, out of the box, the trust is with the vendor — who else would be trusted in a device that doesn't have an owner yet?
Developer mode lets you boot another OS, but leaves you open to accidentally wiping your drive if you hit the wrong button on boot. Replacing the firmware is a good idea, you do need to remove the write protect screw, but that really makes sense for some note of physical security.
