I daily drive Debian and have a few loose .deb packages and tarballs installed. Also enabled the Librewolf repo. It mostly comes down to an issue of manageability and possible conflicting dependencies. The ones I have installed don't introduce any dependencies, so they've been trouble-free and have survived the Bookworm to Trixie upgrade. They are installed as a last resort option in the absence of a satisfactory equivalent via the official repo, Flatpak, or AppImage.
Loose .deb packages can be installed and uninstalled like any other normal Debian package, but won't be automatically updated and don't have any compatibility guarantee. Tarballs are nothing more than a collection of files, which may need to be placed in system directories. You're on your own for those since there's no standard and automated way to manage them and it's possible to overwrite important system files if unpacked and copied in blindly. It's a good idea to keep a manual record of what was put where in case any issues with them pop up down the road.
My personal ranking:
Official Debian repo > Flatpak > AppImage > Docker/Podman > Snap >> Reputable and known compatible third-party repo > Loose Debian .deb > tarball > Loose Ubuntu .deb >> Unfamiliar third-party repos and PPAs
There are certain occasions where a loose .deb or tarball won't hurt, but sticking to options further up the list closes off the biggest routes of breaking Debian.