If I am going to build a missile defense system and sell it to other countries, I would be sure to include an exception for my missiles so that those would just be let through. Even if I would never in a million years think of launching a missile at the purchasing country, they may be willing to resell that system to another country which I may want to launch a missile towards at some point. Buying from multiple vendors reduces this risk to Turkey.
But I think a deeper explanation is that Turkey finds itself in a difficult position currently. They like many other countries are experiencing an increase in political polarization. The country has always occupied a strategic geographic location that has coastlines on both the Mediterranean and Black Seas as well as control of the Bosporus Strait, and being so close to Russia means that the Russians are much more cognizant of Turkey's actions more so than say France. Their NATO membership as well as the conflict in Syria has often times put them at odds, but President Erdoğan also doesn't hold back his own criticism of NATO for not backing his offensive against regional Kurdish groups. This push-and-pull effect from both East and West creates a strong dynamic to favor Erdoğan keeping Turkey's options open.
Had Turkey only considered purchasing from EU or American vendors, Russia could view that as a furtherance of negating Russia's strategic missile systems and increase tensions between Turkey and Russia when both countries are trying to keep relations normal.
- No one has a good track record of not introducing flaws (advertently or not) in technology they export.
- Turkey may not feel other EU NATO allies will always have their back.
- Don't piss off (completely) the Russians.