Hi and thanks for the report!
Apple's Lockdown Mode article states:
web fonts might not be displayed, and images might be replaced with a missing image icon.
Lockdown Mode is intentionally very strict, and the screenshot seems to indicate that the "dashicons" font is blocked.
I expect this could cause some problems with the login pages' password visibility button and places within the admin back-end, too.
Of course, the admin toolbar likely has the biggest problem without the icon font. Its links show only the icons on smaller screens, and the WordPress logo link is icon-only whenever it appears (screens wider than 600 pixels).
Could you (or someone else) check whether Lockdown Mode also bans inline SVG images? One place to find them is the admin Dashboard, in the welcome widget, where each paragraph has an icon SVG before it. The block editor has many inline SVGs, too.