Google Play Store is one of the most secure app stores with good Play Protect protection features. Play Store can protect users from various dangerous applications and in the future the level of security will be more strict. If the user wants to sideload the APK, biometric authentication may be required.
Unlike previous security features, after a warning is given the user can select "Install anyway" and the dangerous application will continue to be installed. This new version, if the Play Store detects dangerous applications such as malware and so on the user needs to confirm the installation through a biometric or pin scan. The same thing is required if updating the application sideloading.
In the future, after installing the application there will also be an option to continue opening. This new feature is found in Play Store version 41.4.19 but is still hidden. So not sure yet when Google will activate this feature for all, because this feature is very useful. Let's wait together.