Many "free" games are wrappers for aggressive adware or, worse, trojans that can steal banking information or login credentials.
Since you aren't linked to the Play Store, you won't receive bug fixes or new content updates. You often have to manually find, download, and reinstall a new APK to stay current. Game APK Free Download
Some modified games request excessive permissions (like access to your microphone, camera, or contacts) that the original game never needed. Many "free" games are wrappers for aggressive adware
Even if the file isn't malicious, the experience is rarely as smooth as the official version. Game APK Free Download