On our web site, the GDPR extension does not figure on the list of installable extensions. Does it mean GDPR (the latest 2.5) is not stable for 4.7.30, or some other reason?
Does it harm to install 2.5 manually?
Version 2.5 (now 2.6) is the Latest Release is therefore available to install via a zip or a git clone method.
I expect it is just a factor that there are other steps to be done to make it the auto download version from the civicrm UI
It does not harm to install extensions manually. Actually that is the way I am using the most.
The auto install requires that an extension developer has submitted his/her extension through a review process and for most extensions developer (like me) that is too much of a hassle and also puts me in the maintainer and supplier role.