Why we do not need wrist bands for ESD protection when using an iphone?
In practice if you work with an oscilloscope only you don't need a wrist band against ESD. The most sensitive points on an oscilloscope are it's inputs and they can handle 300V even on my cheap Rigol scope. That is 300 V continous so DC. ESD is a pulse, it contains far less energy.

Things become different when you use a FET probe with your oscilloscope. These FET probes are as ESD sensitive as any pin on an IC. But it's the FET in the probe tip that is sensitive, not the oscilloscope itself.

Devices that ARE sensitive to ESD are ICs and transistors. So if you use a scope to measure signals on these then you need ESD protection but that is not for the scope's sake but for these components !

In an (i)phone you do not interact directly with an IC or a transistor's pins. The housing of the phone isolates you from these. The contacts that are accesable like the charger input and the headphone socket are protected against ESD in a way similar to how an oscilloscope input is protected.

BTW all ICs have at least basic ESD protection build-in, without it they would be impossible to work with. However this protection only protects against ESD up to a certain level. Under bad circumstances this protection might not be enough. That is why an ESD wrist band is needed, it keep the amount of ESD in the safe region so that ICs are not damaged.