They already do some “simple” training on device. The example I can think of is photo recognition in the photo library. It likely builds on something else but being able to identify which phase is your grandma versus your neighbor is not done in Apple‘s cloud. It’s done when your devices are idle and plugged into power.

A few years ago it wasn’t shared between devices so each device had to do it themselves. I don’t know if it’s shared at this point.

I agree you’re not going to be training an LLM or anything. But smaller tasks limited and scope may prove a good fit.