I was listening to a podcast once about phones and privacy and the host said he routinely carries a "dummy" phone when traveling since at various border crossings they were asking for your device. I don't know that an airline has the authority to demand you turn over your phone but they might try. This sounds like one of those, "all bark, no bite" type of situations. People in positions of authority (and FAs fit right into this) love to try and throw their weight around but it's often just puffing.