I don't disagree with your general point that it's ridiculous how locked down the tooling is, but I think you can build an iOS app on a CI in the cloud, can't you? TravisCI and CircleCI at least offer options for this, I believe.
They said CI build on commodity hardware. Yes folks like Circle have CI for iOS and OS X apps, but (1) it's on Apple hardware and (2) as a result, way more expensive.
Agreed that its a pain. I only have experience with OS X builds (not for cocoa apps, but for a CLI tool) in TravisCI, but I can tell you that their build box offerings are much weaker than what you can get for Linux (presumably because of the cost).