As a layman I doubt this is compliant with the appropriate EU laws (specifically the DMA)
Unfortunately this behaviour does not come as a surprise but I certainly hope the regulatory "beatings" will continue until compliance improves.
1. Go to Epic Store website, click on Install
2. Nothing happens
3. Click again
4. Popup message appears, I click OK
5. Popup gone. Do I have the app now?
6. No I don’t. I read the steps again.
7. Ooh I needed to go to Settings and approve it there.
8. I went to Settings, it appears at the top. I click.
9. Another popup with lots of text appears. I click yes.
10. Now I need to go back to that Epic page and hit Install again for the third time.
11. Click “Install”. Nothing happens.
12. Get annoyed, click Install five more times. Another popup appears.
13. I click yes.
14. Finally, I have the Epic Store installed!
It’s hard to imagine this experience wasn’t intentionally made so awful.
RTFM
See the video for Android for comparison
On android when you download an apk and try to install it, you get a popup saying something like "Chrome needs permission to install unknown apps." with a button to cancel or go directly to the settings and give chrome the permissions, after you enable the permissions you also get the prompt to install the apk right away. This is the equivalent on windows to just clicking next half a dozen times to install some software, on ios you have to trigger the install, go manually to the settings and enable the permission, then trigger the install again.