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?
From where would you get the public GPG to verify the signature with? How do you know this specific key is the one to trust? Like @tony above said, the best verification when you have no pre-existing trusted channel is the SSL certificate of the website you get the ISO from.