The permission to install unknown apps is a key permission which users must be aware of when using a secure device. Through this permission, you can decide to block or allow the installation of any App by the original App which requested it. For example, it is normal for F-Droid to ask for this permission the first time you install an App on your CopperheadOS device. In order for F-Droid to work, it will be necessary to allow F-Droid to install unknown apps.
Chromium will also ask for this permission temporarily should you decide to install an APK file from the web. It is strongly recommended that you do not install Apps using APKs which have not been directly provided by the developer. Examples of verifiable, developer provided APKs are https://signal.org/android/apk and https://wire.com/download