Curious. Who would be FORCING you to download anything from anywhere else?
People keep talking like they would be forced to do this at all if they didn't want to. Despite having to actively enable it first. Same with Mac. You are free to get 100% of your software from the App Store if you so choose.
Are we generally living in an era of such denial of self-responsibility that Apple (or any OS maker for that) is liable for what you download from the internet? People get in trouble downloading stuff from shady sites or pirate/torrent sites; that is the vast majority of malicious attacks with installing software. Not from Adobe's website, or some legit developer's own site.
Apple is a $1 trillion plus company. They can surely figure out a prompt warning before any application is installed so that you don't click a malicious link and something is auto-installed without you knowing to avoid any of the outlier cases people raise.
How many people have had their data compromised from a jailbreak over all of the years? I have not heard of any in the community over the years at least.
But they won't. Apple will lose its a**. Think about a small developer with a $4 app. They sell 500k copies (not per month/year, just in general to keep the math easy). They pay Apple 30% or $600k of that $2 million. Now if they set up their own website store and use a traditional payment processor let's say it's 3-4%. They can let you download it from their site and side load it. Apple just lost $600k of income on 1 app and the developer saved $500k+ Hmmm I wonder what many developers would do..... I get App Store convenience of handling hosting/refunds/promoting, but talking half a million bucks is no pennies.
And that is not counting subscriptions or IAPs.
Apple would lose hundreds of millions of dollars or more in app revenue. That is the real reason.