On MacOS it warns you when you're about to open an app you've downloaded and installed yourself. "Foo has been downloaded from the internet, are you sure you want to open it?". It doesn't stop you from installing it. Why should doing so on your phone be any different?
The amount of effort and polish that goes into Asahi is commendable. I installed it on an M1 MBP and the process was seamless, from the initial curl, to it handling the disk partitions. It was a work of art. Fighting to install native linux on apple silicon is an uphill battle though.
Comes to prove that a great UI/UX can work wonders for users. This is what Alfred back in the day was dabbling with, except that Sky seems to have a modern natural language spin to it.