Well the Mozilla add-on website maybe isn't the only way to distribute webextensions. Mozilla already hosts and lists the add-ons for free. It seems only normal it warns users that no verification has been made as they might assume since it's on an official website. Extensions may be hosted elsewhere and reviewed by online communities too. For example, the Krabby extension that add Kakoune keybindings to web navigation is hosted on github.
Thanks for the precision. I did not know it was the case. Indeed you have to use Firefox Nightly to use Krabby... But if no verification is made on add-ons, does it mean it is easy to have them signed? It seems rather contradictory that a add-on has to be signed only to end up with a banner that warns it might be harmful but still can't be distributed elsewhere. It's like you want a store like everyone else but you don't have the perks of a store. What's the point then?