Which they do. Well, on Android phones anyway.

Android sideloading has been progressively weakened. Google’s plans for AOSP are that sideloading will soon require using the ADB debugging bridge, which would require enabling developer mode on Android versions that allow it (which would scare most ordinary people away) and would be impossible on Android versions where the manufacturer has forbidden it.

Signal recommends downloading through the play store. They don't endorse downloaded apks

While Signal would prefer that most people with Play store use Play store, downloaded APKs are not entirely unendorsed. Firstly, Signal continues to offer an APK for download. Secondly, if you install Signal from the downloaded APK, then Signal acts as its own app store in order to prompt the user to install updates when available.

And for a very good reason. They're also offering the APK for those that need it, and they might make it more accessible e.g. for US users if EARN IT passes.