I'm guessing they were only doing the little they did for PWAs to stave off anti-trust attention by being able to say "we're not gatekeepers. You can use the web," but now that the EU forced them allow alternative app stores, they don't want anybody using PWAs and they have no need for them anymore, so they're killing them.
macOS seems like a very different beast than iOS. I don't think you can draw conclusions from that any more than you could conclude that on iOS you can sideload because Apple allows that on macOS.