In my view the problem is not whether the users have to download the key. The main problem is that as long as a user is not able to verify whether the key is from Opera or not, downloading it is completely pointless. You could equally install the software without any verification using the downloaded key. The present method provided by Opera only pretends a security, which is in fact not there.

The signing key provided by Opera appears pretty useless (it does not provide any security), as every time the old key is expired, a new key is introduced which is however not signed by the old one. The user has to download every time the new key (e.g. by the above command 'sudo apt-key add') without however being able to verify whether the new key is really from Opera or whether it is a fake key. Since many year I abstained from installing Opera on my Linux system, because of this extremly lazy use of signing keys by Opera.