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Yeah, it's very hard to beat the PC when it comes to running arbitrary code, without going to something like Linux. Steam, in turn, has been one of the (though not the most) less restrictive marketplaces.
The Microsoft App Store is pretty restrictive, and a large part of what has driven Steam toward Linux support in recent years has been concerns about that becoming a more central part of the next Windows operating system, but MS has thankfully not stepped any further toward that since Win8 first came out.
By contrast, Apple has been pushing code signing for a decade now, and have made it increasingly difficult to run unsigned code, and has revoked code signatures before. Their App Store is also a little more heavily integrated, though like Windows it isn't mandatory either.
Android varies heavily on implementation. By default you can run unsigned code, but it's possible to block third-party APKs. I think some Amazon tablets come like that?
... mostly. SmartScreen's actually a bit complicated: you can submit software to Microsoft for free, or buy a license to sign a file, or wait til enough people use a specific application for it to get through their algorithm. Officially, they're not supposed to be looking at anything but the malware analysis. For solo small-audience devs, I can speak (for both adult game and non-adult-game stuff) that options 1 and 3 don't really work in any plausible timeframe.
Yes, largely. Sony actually had a consumer-friendly dev console back in the PS1 era that could run unsigned code, but it was very expensive and intentionally limited to only run smaller programs. Most of the others don't allow third-party unlicensed software, or only allow developers to run things locally, or only are available through hacks.
Even if it could be solved without government assistance, there are a lot of regulations that would get involved for a privately-produced easy real-time cashless money transfer tool. That sorta know-your-customer and anti-laundering stuff (along with technical issues) is charitably part of why coins haven't really been able to engage with that outside of darknet markets.
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