For me, it's not enough to verify the integrity of an ISO – I also have to verify its authenticity (or at least verify the checksum file) with GPG. I don't know why, but just need to see that "Good signature" message before I feel safe installing Linux.
I notice, though, that the download pages of some prominent distros (Pop_OS!, openSUSE, etc) just give you a checksum, probably because they feel that anything else is unnecessary. This makes me shy away from installing them, which is a shame because I'd like to give some of those distros a try on bare metal.
Am I being paranoid when it comes to installing Linux?
You know which site you're getting it from…check the SSL certificate and that's enough. If an official site got breached it'd be found out pretty quickly.
There's no relation whatsoever been the website certificate and the files it serves. And anyway the ISOs are downloaded from somewhere else like an FTP site, not from the website.
There have been cases where a breach that added malware to downloads went unnoticed for quite a while.
GPG signing with a key that's already be published and distributed in advance is the only really secure option.