The App Store is the only Apple supported way to release apps, there are unsupported third party app stores as well. Lack of transparency is not good, but I'm not sure what the issue is with there being only one officially supported way to download apps.
It is Apple's product and software, they are selling the "Apple Experience" as much as the hardware. Having a single store with strict guidelines and QC helps to ensure the most consistent experience.
If you only care about using the hardware how you see fit you can JailBreak and get access to almost anything. You take the same risks you would if there were other, easier to access, unsupported ways to download unmoderated apps.