> that you can side load apps on Windows without using the app store at all
It's unfortunately not that simple anymore on Windows either with the SmartScreen popup getting in the way and the "Run anyway" button hard to find (not as bad as on macOS but still...).
Your executable needs a big enough "reputation score" for SmartScreen to remain silent, even when properly code-signed (unless it's signed with an expensive EV-certificiate apparently).
Obviously the glaring difference is that you can side load apps on Windows without using the app store at all. The day that becomes a serious barrier is definitely a line too far in the history of computing. But Apple has always been a very closed off ecosystem - going back to the nineties they were never very friendly to developers or third party hardware. To me this is just Apple doing Apple - their phone, IMO, is still miles ahead of anything else, though.
> few hobbies are as cheap as this
Quite true.