on my mac:

   apple -> system preferences
   security + privacy
   General tab
   Under "allow apps downloaded from:"
   * Anywhere

As for ios, if you don't believe that users would click "yes" to whatever dialogue was required to make an app run, you simply don't interact with users. Allowing users to opt-out defeats the purpose. For example, my so's mother regularly gets her gmail hacked because she will respond to any google-skinned input box asking for her password. The only way to secure the majority of users is to not allow them through their actions to un-secure themselves.

Why is it ok on mac? Because many computer users are still dependent on non-appstore distributed software. Particularly developers. Nobody has evolved that dependency on ios, so it's not necessary.