“Customers who chose plans and features with content filtering (e.g. parent controls) do not have access to the iCloud Private Relay to allow these services to work as designed.”
T-Mobile’s excuse is parental controls. 9to5Mac tested phones with no content filtering at all and got blocked anyway. A carrier that sells your browsing data to advertisers has a clear reason to hate a feature that hides it. The parental controls line is cover.