I believe this only works this way on some android forks, iirc you are talking about Samsung. Stock android would show a warning "do you want to install apk from this app?" and lead you to a settings page that enables apk installs from this particular app. No need to separately enable the ability to install apks in general.

I always thought this is a very weird flow, it adds hoops yet accomplishes nothing because the hoops are all trivial and the same for every app.