This is a completely false equivalency. Absolutely NOBODY is suggesting applications in the App Store shouldn't go through review. Sideloading has nothing to do with submissions to the App Store. It has to do with loading the software that YOU, the owner of the phone, want/need to use on YOUR phone.
For comparison's sake, you would be livid if Apple or Microsoft wouldn't let you install applications on your laptop that weren't included in their App Store at a potential 30% markup on the prices so the developer can still afford to continue development (because Apple requires you pay them to be on the store, and that's fine as they built it, but requiring everyone to go through the app store at a higher price or not be available to the consumer at all is both damaging to the consumer's rights and legalized extortion by Apple to developers).
But when it comes to your phone, which is basically a pocket computer with telephony abilities, you have no issues? Not a very consistent stance, and supports Apple's willingness to harm their customers solely for profit.