There is the option to register the signing key of the ROM with the bootloader and then relocking it, thereby making those apps happy again.

The biggest issue is that there is a different way to do this for every device, so most custom ROMs don't bother. It's relatively simple and automatable for Pixel devices, so the GrapheneOS installer takes care of it. e/OS/, which is based on Lineage, allows this for some devices, iirc.

DivestOS supported it, too. Probably the closest thing to LineageOS with a relockable bootloader (and it worked with microG!).