That's not true - you can enable developer mode and install apps via ADB without affecting Play Integrity for other apps on your device. You can test this today.

Play Integrity is focused on checking the OS is original and the runtime environment of the app (your banking app in this case) isn't being messed with. Installing other apps as a developer isn't related to that. If you're not flashing a custom OS or modifying your bank's APK you'll be fine.

(You _should_ be able to use custom OSs and Play Integrity is awful, to be clear - but not because of anything directly relate to normal app development & sideloading)

You are describing the status quo rather than what the Google has said they will do in the future.