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

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.

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.