What happens if you get picked up by the police, and your stuff is confiscated, and you get it back, how do you trust your apps on your phone if side-loading is allowed?

You can't. You can't know if whatsapp was replaced with whatsapp that syphon your data.

"Don't side load then." is a poor argument.

If the police has had your phone it is compromised. End of story. Throw it in the river...

Or recycle it. Don’t pollute the rivers!

How would they side load apps if the phone is locked?

What if they can bypass a locked phone?

Then side loading is the least of your problems.

Make sure it's still signed by Facebook. Whatever good that will do for your privacy. Next question.