The etymology of the word itself is more obscure [0], but ask anyone who knows the term with the current popular meaning and they'll make the association with sidestepping the restrictions of the official app store, or the contrast between a main and a side entrance.

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.

[0] https://en.wikipedia.org/wiki/Sideloading#Historical