The radio spectrum is very large but there are also many services and technologies that need to use it. Television, mobile phones, satellite communications, baby monitors, WiFi, and Bluetooth are just some of the technologies that are using the radio spectrum. If any manufacturer was able to choose any frequency they liked then many of these technologies would interfere with each other and systems would not work.
To ensure all technologies have their own frequencies, each country has a body to regulate the allocation and licensing of frequencies. Licensed frequencies can be rented by individuals and companies to provide their own services without interference from other users.