Because purchases not made in the App Store are purchases Apple isn't making revenue from.
Mac already can side load and Windows can side load these days as well. Hell my fucking Chromebook that is going on, 7 years old can side load Linux software and Android applications and not any single damn one of my machines have I had a security concern with an app.
Most people don't even know what side loading is. Apple was hellbent on stopping it because it stops revenue.