Because it opens the possibility for folks to get duped into installing something from a different app store that could lead to all sorts of problems. I am thinking about less sophisticated users like my boomer mom and aunts and uncles who if you're a nerd like me you're often the relied upon first line of tech support.
for them you can implement parental control if that's so important, or aple could just put a ton of warnings and dangers with big red cancel button and gray 'I want to continue button' with some additional warnings. In my experience, the second they see this messages, they'll exit the process