Note that this menu item was not used to install Android apps, which is what people often mean by "sideloading", especially with all the discourse around Google's new developer verification requirements. This menu item was used to manually install an OS update from a .zip file and already required that file to be signed by Samsung on locked devices.

On unlocked devices, you can install your own recovery that still has the option. So the removal doesn't prevent too much in practice. That ship sailed when Samsung stopped allowing bootloader unlocking on most of their phones.