The intention of work-profile is to have a safe container for work-related data. Therefore Android is not allowing to install apps from unknown sources in work-profile what so ever. What is only possible is enabling playstore in the work-profile and downloading apps from there.
The only work-around that you can do to install apps from unknown source is by ADB.
Configure the work profile first and then using ADB push an app to the device. The app will be installed in both work-profile and personal profile.
At the moment that is the only work-around possible.
Android for Work is still not saturated. There are grey areas to be addressed. I believe Android will come up with options for this scenario soon.