The joke hinges on the notion that Caleb seems to threaten Pascal for disagreeing with him, but Pascal is only disagreeing with the therapist, so the joke doesn't work.
I didn’t say “nobody”, I said “practically nobody”, and that’s exactly the amount of users of those OSes/stores. Out of ≈7B smartphone users, even being giga-generous, maybe ≈1M use them (realistically, it's a fraction of that). That’s ≈0.014%, about the same ratio of people getting struck by lightning annually, or, you know, practically nobody.
Sideloading is just a normal term for a specific kind of installing, different than the default method of using the preinstalled store app. Practically nobody actually installs applications on phones from outside those stores. It's a useful and meaningful distinction, and much shorter than saying "installing apps by means other than official stores". You don't "sideload" an app on your PC because that distinction is useless, as it's the default approach anyway.
In fact, the term itself has existed since like the 90s, and has just been adopted for use with smartphones.
Just don't license them with Heartland Playsystems, Irwin.