Frankly, it's not really more insecure than any other installation method. Apt packages and the like generally have the ability to specify pre/post-install scripts, so `sudo dpkg -i ./random.deb` is equivalent to `sudo bash ./random.sh`. Even if they didn't have pre/post-install scripts, they're still writing arbitrary files to arbitrary locations on your disk, so they can trigger execution the next time you boot or log in or whatever.

And at the end of the day, no matter the installation method (even just unpacking a tarball and executing the program directly from that directory), you're going to run their program on your computer, and then the program can do whatever it wants. Maybe you don't run it with sudo, but https://xkcd.com/1200/ seems relevant.

A package (like a .deb) is a static artifact. It can be hashed, mirrored, and GPG-signed. Package managers usually verify that signature before any pre/post-install scripts. A "curl <some_url> | bash" pipe is a dynamic stream; the server can perform targeted attacks: sending a clean script to 99% of users and a malicious payload only to a specific IP address or User-Agent. This allows for targeted attacks that are invisible to the rest of the community.

Yes, running third-party code is always a leap of faith, but why choose a delivery method that removes the possibility of verification and opens the door to targeted injections? Convenience shouldn't be an excuse to ignore basic security hygiene.