Same here. As a user, I would rather have direct download/installation, aka sideloading. But absent that, I would much prefer to have all my applciations available on one store. Having to download multiple stores in order to get multiple applications is pretty much the worst outcome.
What you are wishing for though is the death of computing.
Maybe you'd be interested in joining the dozens of other Windows 10 S users.
Quibble: I cannot stand the Microsoft store because I cannot simply delete the apps or even understand why they are there even after I told it to uninstall. I also cannot easily move apps between drives or even control which drive something is installed on sometimes. Steam is the best this way, IMO.
That's actually one thing I quite liked about it - there's some option to just switch an app from one drive to another, and it's one of the only things I've found in Windows which actually "just works"
Only works if it's enforced for all users though. Having all the Windows apps in the single official store is really the only possible way for it to function
Obviously never going to happen, but it'd be a much nicer ecosystem if it did work that way