yay is a package manager that has been made for AUR. yay is not the official package manager for Arch Linux, pacman is, and it does not support AUR. yay is not installed on Arch Linux by default, its official package manager, pacman, is. AUR is for unofficial 3rd party packages, i.e. "use at your own risk". It has always been the case.

On one hand, the distro developers can’t really prevent people from, say, hitting their computers with a sledgehammer or something. So to some extent, the users have to be trusted.

But, maybe it would be best not to have “yay” available. Using something like AUR without reading the package build files is… pretty bad, right? And it is bad for the community, because if there is a convention of doing that sort of thing, it makes the AUR a good target for attacking.