They do? I thought sideloading was a developer-only privilege.
... now I want to see phones running Win8RT.
Windows RT does not allow you to sideload freely. Nor does WinRT, which is not an operating system, but a runtime environment.
You can sideload apps that you compile with a developer certificate, which is provided with a free copy of Visual Studio Express, but expires periodically. Corporations can sideload apps permanently if they have purchased sideloading licenses.
But there is no general ability to sideload, as a regular user who knows nothing about compilers.
Of course, this is just the RT environment. Windows 8 on x86 still has a desktop environment that is not locked down at all.