On a discussion of the common usage and etymology of "sideloading", we have come to the disturbing conclusion that, as Valve's Steam is not available on the Microsoft Store, that everyone should be referring to this as sideloading Steam (once that is done, the games installed via Steam are not sideloaded). If they just put the app onto that store, it would no longer fit the definition. I sideload Stove or the Samsung Store but you may not (if it came preinstalled).
https://en.wikipedia.org/wiki/Sideloading
@noiob I like GOG Galaxy as an alternative app store because not only can I sideload Galaxy and then use it to download my games but also I can sideload the games directly off the GOG website without needing to sideload the store first. [I believe this sentence is technically using sideloading correctly, even if I find it slightly weird.]