App stores allow users a centralized place to both acquire known and verified applications as well as get updates for them. They are a safe place to buy things - Apple is not going to steal your credit card. For developers, they are a convenient place to park your app, without having to manage your own distribution services. And payments is always pain - it's probably the single biggest value add that the app stores cover it for you.
And you can always circumvent it on these platforms. It's just an addition. I'd prefer to get an app on the mac app store if it is there, if it is not then that is fine as well, but will require more digging to verify it's authenticity.