It's actually fun to do "apk add audacity" (yeah, there's also multiple gui frontends...) and have it installed and working as well as on desktop. OK, that one uses a traditional desktop interface, but it is still usable. Plug it into a docking station and use a mouse and keyboard + screen if you prefer.
Okay, that's not really sideloading, especially as each distro has its packaging format. You can use flatpaks for this (and they are sandboxes), some CIs provide builds as flatpaks (KDE does this).
One issue is that Linux executables are still very much architecture-dependent.