Definition
The Play Store and the App Store review and sign the apps they distribute. A sideloaded app skips that path. The user, or a tool acting for them, installs a package from a website, a message, or a computer. Android allows this after the user permits installs from that source. iOS allows it through developer installs, enterprise certificates, and a few other official paths. A modified game is often shipped this way: the package is unpacked, extra code is added, it is signed with a different key, and the result is offered as a download.
Relevance
A Unity Android build is an APK or an AAB, and an iOS build is an IPA. The signature you and the store check covers the copy the store installs. A player who sideloads a repacked package is running your game plus whatever was inserted, under a signature you did not make.
Example
A player downloads an APK of your game from a forum. The package was unpacked, a library was inserted, and it was signed with a different key. The game launches, and the inserted library is already in the process. The store copy of the same version does not contain that library.