That's true for now, but the trend is clear - OS X doesn't want to open apps downloaded from the Internet without the binary being signed by a registered developer. You can work around that, but I had to Google it (and I was trying to install YourKit Profiler - an otherwise very legit app from a well known and respected company). Microsoft only allows apps installed from their store on Windows RT. We are not talking about Windows Phone btw - Windows RT is Windows for ARM devices. Windows 8 has the same policy as OS X, both moved to the app store model, both now give warnings when installing from third-party sources.
BTW, Android is allowing app installs from third party sources. It always did. Not sure how long will that last, but iOS and Windows Phone 7 are completely locked down in that regard.
It's about time we stop thinking of these companies as being our friends. They aren't. They are partners at most and the free market doesn't work well if customers aren't prepared to vote with their wallet.