Why do group sharepoint sites have a deny policy set for "Add and Customize Pages" ?

Well, I guess MS does not like customizations and successfull customers anymore.

https://msdn.microsoft.com/en-us/pnp_articles/modern-experience-customizations

So to summarize: All you can customize is setting a custom color and manually add custom SPFX WebParts.

I would be very suprised if customers would still stick to the public cloud if microsoft continues this strategy.