This was before it had a download manager or file manager and using your computer to manage your phone was the norm.
The term predates Android anyways, goes back to the 90s I think.
You'd never need sideloading on your PC no matter how you got the installer. Because you can run anything there, you don't need to "come in through the window" to run whatever you want. Yet.
Hell, people used to use iTunes to manage the apps on their iPhone and organize their Home Screen.
Then with the windows mobile world, you could install manually, or use activesync which really sucked. Same with Palm. I don't recall Blackberry.
In fact on the iPhone Cydia existed before the app store ever did. Apple had decided that web apps were the way to go.
Because that's what it is, despite the extremely successful campaign to paint people who want admin access on their mobile computers to be painted in the same light as pirates.
Note how the term 'side loading' is already weighted against you doing it, it is supposed to make you feel you're doing something that is borderline illegal even if it is still possible and that you are bypassing safeguards that would stop you from doing this stupid thing if you only took the proper route.