I know, but I also know how well that worked on Windows (not at all). What if some apps figure out how to fake that prompt or somehow hide it. Or if I get to the prompt while I am tired or drunk and hit "OK" too fast because I was expecting something else. It is just one barrier less.
The top answer in this Stack Overflow discussion says that the core package installation APIs are locked down fairly tightly (such that third-party applications have to go through the prompting):