For those that still care about this feature, just remember Amazon anti-consumer stance on its Fire TV devices; Vega OS on Fire TV no longer supports sideloading of apps (unless one would go the CLI route, ect).
Amazon has introduced a brand-new, more affordable Fire TV Stick 4K, which is designed to load apps faster and stream 4K HDR content at a relatively affordable price. The stick runs Amazon's brand-new Vega operating system and also supports game streaming services such as Luna and Xbox Cloud Gaming.