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 publish the master GPG key in a DNS record for the website you download from, and you sign the DNS records with DNSSEC. (Yes I know, ironically the TLS cert for the page with the explanation has expired last month…) You can also use DNS records to enable autodiscovery of the GPG keyserver hosting the relevant master key.
Once you have one GPG key you can trust you can use it to verify downloads as well as other GPG keys.
Unfortunately most Linux distros don't use DNS records. Most of them publish the GPG key on the same page as the checksum, which can be compromised just the same, you are correct. Some of them publish their key on a separate keyserver, but to find that key you need to know its fingerprint or its associated email address… and if those are provided via the download page then you're back to square one. 😆
TIL about GPG keys in DNS records. Thanks, that is indeed a real benefit!