The difference is, in theory if DJI were discovered to be doing something malicious, it could be taken down from the Play Store. If 0% of its current users were side loading the application, that means 100% of their users would be unable to install the app the normal way, and there would be substantial friction to migrate them to sideloading (a google of "install dji app" would probably return a bunch of news articles about whatever the problem was before dji's install instructions).
By making it "normal" to install the app via sideloading, there's little Google could do in the event of malicious app behaviour, and the majority of users would not find out about it (at least, not immediately).