It's not that simple. There are some apps that do things which don't fit within the scope of what Apple allows.
Yep. The Rogue Amoeba sound utility apps come to mind for me. They all do stuff that Apple doesn't allow and are quite powerful tools for taking control of your Mac's sound input and output. Same with utilities like Carbon Copy Cloner.
People have safely been downloading Mac software from indie developers for the entire history of the Mac. Just because the App Store exists that doesn't make it the only safe option, as much as Apple would like to push that narrative and collect their percentage off the top. I also like to buy directly from indies when I can just so I know they're getting 100% of the purchase price -- things like Omnifocus and Scrivener are available on the App Store and on the developers' own sites.
The one thing I'd definitely advise is to always get software directly from trusted developers (like in my examples above Rogue Amoeba, Bombich, Omni Group, Literature & Latte) and
not from weird third-party software sites.