I can see the marketing aspect now “if you install this third party App Store, the apps you can install can ignore the privacy guards and advertise and track you better!”
Or a company like Facebook can once again encourage users to install a VPN that allows them to track all of the traffic to and from your phone.
This has been possible for many years now on Android and that has yet to been an issue, even though it's been brought up for years as a potential concern.
It turns out that people (or at least Android users) aren't as dumb as Apple users think they are. (Or maybe it says something about Apple users that Apple and other Apple users think that Apple users are too dumb to be able to make this decision for themselves?)
In the era of anti tracking, Amazon doesn’t need to worry about it. It’s knows what consumer preferences based on “revealed preferences” - what people buy. It’s a “strategy credit”.
Amazon also created its own line of devices and its own fork of Android and replaces Google Play Services APIs with its own. But how many applications are successful distributing only on Amazon’s Android store? How many western developers are going to bypass Google Play Store?
