There’s no way the EU allows Apple’s interpretation of the DMA after they did this, Apple really made a mistake here. As you say, how can you be sure that alternative app stores won’t just be booted off by Apple for $REASON?
The EU law allows for consumers to sideload other app stores on hardware they control. It has no provision that compels Apple to continue doing business with a company in their own app store.
Yes, it is a business decision you need to make to offer a sideload app store and opt-out of the Apple app store. Does it suck for Epic? Yes. But this is the path they chose.
Edit: If you read the Apple letter Epic cites it refers to App Store Review Guidelines, clearly they are terminating an App Store developer account. Nothing stops Apple from minting a fresh Developer Account with only Marketplace capabilities if they apply for a Marketplace account.