You've always been able to use any of the web browsers in the store to download and install a random APK from a website (for example F-Droid), you don't even need to sideload it. Sideloading apps is mostly just a relevant concept for developers or for users who have no alternative to getting custom code on a device. (Edit: Speaking of ad fraud brought up by the GGP, there are also many automation apps, at least one (Automate) uses a plugin flow-chart architecture exposing all sorts of functionality, with users able to share custom scripts. Not to mention tons of plain "auto-clicker" apps.)

> Can you sideload via Play Store apps?

Yup. Check out aurora store. It's a open source frontend to the google play store. All apps can be installed(except of course paid apps. Though if you bought the app and sign in to the account with aurora you can)