Sideloading Gears 5 is similar to sideloading Gears 4. You need to grab the URL the store is using to download the game with a proxy tool like fiddler, then download that URL with a download manager.
Gears 5 is an msixvc file instead of an eappx file. You can still install this via the add-appxpackage command.
I ran into issues trying to run add-appxpackage from a network drive. It worked after copying to a local drive and running the command again.
Why go through the trouble? Because the Microsoft store’s DRM is so bad it requires complete re-installs when anything goes wrong. This is very annoying for those of us on less than gigabit internet connections trying to reinstall a 60+ GB game.