Each platform has its own ‘App Store’. This ‘store of applications’ is managed by the manufacturer and operated under his responsibility. In order to offer applications to users through this ‘store’, vendors must take a number of measures in terms of transparency, quality, security, etc.
If you install an application outside this ‘store’ on your device, you run a very high risk that these requirements will not be followed. Or that this application is offered outside the ‘store’ because it does not meet the requirements of the manufacturer. So you can safely say that there is a real chance that this application will perform installations that are not allowed or that do not work according to the regulations.
This, in turn, is a risk to your data that is stored or processed in this application, but even worse, it can be a major security risk for your device. This can be used to steal all data and accesses to your device. If you are using applications from accredited companies that you can install via the official ‘App Store’, i.e. ‘App Store’ for Apple or IOS, ‘Play Store’ for Android and ‘Store’ for Microsoft systems.