Because it's a continuum. Say you trust Netflix "absolutely". So you go ahead and click through the "spooky warnings". This sets a precedent.
Now you're in the situation "I've already done this, nothing happened. But of course, I shouldn't do it all the time. There's a reason the warning is there."
Now you want to try out this other app. The company doesn't seem shady, but they're new, they don't yet have the reputation Netflix has. So you don't trust it "absolutely", but "pretty much". OK, you go ahead, just for this one app.
Now you're even more used to clicking through the warning. Repeat a few times. Now you're installing totally_not_malware.apk. What could go wrong? You've already installed a bunch of apps this way with no issue. Plus this one app clearly isn't malware, it says so in the title! Also, all your friends are using it and you don't want to be left out.
Now you're in the situation "I've already done this, nothing happened. But of course, I shouldn't do it all the time. There's a reason the warning is there."
Now you want to try out this other app. The company doesn't seem shady, but they're new, they don't yet have the reputation Netflix has. So you don't trust it "absolutely", but "pretty much". OK, you go ahead, just for this one app.
Now you're even more used to clicking through the warning. Repeat a few times. Now you're installing totally_not_malware.apk. What could go wrong? You've already installed a bunch of apps this way with no issue. Plus this one app clearly isn't malware, it says so in the title! Also, all your friends are using it and you don't want to be left out.