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You know, it's true - I have never heard a Linux user refer to something as sideloading, even though Linux is the platform that originated official software repositories.
The key thing to understand is that there's a big fucking difference between a "repository" and an "app store." One is designed for the convenience of users; the other is designed to exploit them.
This does feel like a bit of a double-standard to me. I’ve hated how Microsoft and Apple have introduced app stores on Windows and macOS and try to push people to only install from there instead of directly from the developer. And yet on Linux the advice seems to be never ever download directly from the developer; you should only download from the package repository provided by your OS (which sure feels like an App Store). And that package probably wasn’t even provided by the developer or the OS but some random volunteer that you just assume has good intentions.
The key difference is that one is advised, the other is enforced.
It may feel like a double standard but it's not
Most Linux stores are created and maintained by volunteers
Those stores aren't limiting software they host based on what makes them the most money. Money isn't involved.at all
Linux won't stop you from adding more stores
Linix won't stop you from manually adding any other software, either as a package or even manually building it from scratch
Because the Linux repositories are apathetic third parties (ie they have no reason to care whether or not you download any given app) while Microsoft and apple are financially incentivised for you to buy buy buy.
This means that when you download a .exe from a vendor instead of going through the windows store you're cutting Microsoft out of their cut of what you paid and you're denying Microsoft information about what it is that you bought. But the flipside is Microsoft didn't impartially verify that it's not malicious.
When you download a .deb instead of going through apt, you're also denying them their cut (of nothing) and you're denying the repository managers the ability to see what you're doing, but Linux people generally trust repository managers to not be selling their habits to advertisers and governments.
I will say there is a reason to side load on Linux though, paid software is sometimes unavailable through repos.
If you used Linux before the repos were fully developed then you understand why they were created.
Who else remembers "dependency hell?"
Corpos just took the same idea and twisted it into something else.