Can't you install apps on a Windows phone from outside the windows store?

Back when I had a Symbian phone, I could get apps from all over the internet, cracked apps, pirated apps, app installers which can be saved to my computer, and re-installed after resetting the phone.
Now that I'm using a Windows phone (Lumia 925), looks like this is no longer an option- apps must be installed from the Windows app store.
Even if I search the web for an app, clicking on the app automatically launches the Windows store on my phone. And clicking on the app from my computer, asks me to connect my phone to the computer and installs it straightaway. As a result, neither can I get apps that are pirated/cracked, nor can I save the installers to the computer's HDD.

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