It’s because no one wants to wade through the oceans of malware that exist online, and reputation is expensive to build.
I told my family many years ago now that they get no tech support for issues caused by downloading things outside of the App Store. I will download from outside of the App Store, but I have zero confidence that the vast, vast majority of people will ever be able to not get fooled, and if they do, they won’t be able to fix it.
With an Apple problem, my relatives call Apple, and the Apple tech support person remotes into their phone and walks them through a solution. Or gives them a refund.
And the thing with phones and computers these days is that they are your identity, they are your wealth, they are your life. You lose control of that, and you are in for a world of hurt. Someone can clean out your brokerage and bank accounts. The stakes are too high.