Sideloading is a term someone invented to make it sound like something we're not supposed to be allowed to do on our own devices. The actual term is just "installing apps", you can throw in "unknown sources" somewhere in the description if it makes you feel good I guess.
And I have several Android devices, I can tell you I only have a few apps installed outside of Play Store, and they are generally just open source apps installed from F-Droid instead.
But when it comes to iOS the App Store rules are so restrictive that the kind of apps I would be installing are just regular apps allowed on the Play Store normally to be honest, things like terminal emulators, browsers with extension support (Apple did this on their own now I guess so it's less needed now for me than it was a year ago), maybe some emulators for nostalgia, and open source apps like Kodi, etc.
I remember in the early days of iPhoneOS jailbreaks there was an app that could turn the iPhone 2G into a USB stick that I could use to boot other machines with, if that's still technically possible on iPhones without jailbreaking that would be AMAZINGLY useful to me, I would buy iPhones with much larger storage so I could keep a few Linux and Windows images on it at all times and not have to find and wipe a slow USB stick every time I wanted to boot Linux on some machine.
Now you'll say why don't I just carry my Android devices for this utility? The answer is I don't like Android, I much prefer the simple and polished nature of iOS over access to niche utilities like the above. If this EU bill becomes law then perhaps I won't have to choose between a pleasant UX and utility in the future, I can have my iPhone, keep installing apps from the App Store for the most part, but install those niche apps Apple don't deem worthy of their seal of approval outside the App Store.