It sort of does actually, at least if you don't have nix-ld enabled. A lot of programs simply won't start if they're not static-linked, and so a lot of the time if you download a third-party script, or try to install it when the `curl somesite.blah | sh`, it actually will not work. Moreover, it also is likely that it won't be properly linked in your path unless you do it thr right way.