That's what happens when you build a store architecture where its the only way to release an app.
When stores were introduced offering built-in DRM, not allowing native apps, and only providing a license to use the software, it was only a matter of time before these things happened. Having no control or ownership of what you put on your machine was a death sentence.
Problem is, people love stores like Steam and frequently defend it when its nothing more than a Google App store. Despite having no ownership of their games, draconian return policy, and games permanently locked to your account.
I own over nearly 100 games on Steam, mostly bought on sales. Despite the tons of titles I bought, I miss the experience of actually owning a copy of the game, along with the box and manuals that came with it. More importantly though, I think it's scary that Valve can one day decide to totally ban a user from their purchased game because they didn't like the behavior or actions of an account holder (e.g. cheating in a Valve game or account getting hacked).
True. But that's the only place where people usually download apps. It's very rare that a company will release an android package and it requires changing security permissions, at the very least, temporarily to install it outside the play store. Also, the play store offers a built in revenue model + exposure that selling directly from a site would be difficult to generate.
I guess you can chalk it up to the general ignorance of the public regarding security and non-app store installation.