They do at least call it out in the writeup as being poor form. But they don't explain why or offer any alternative...
Repo explanation: https://github.com/pi-hole/pi-hole#one-step-automated-instal...
Sure an alternative would be great but the point of the article is to get up and running with the pi-hole software so they went with the fastest install.
That said, the chances of your connection crapping out in the second or two it takes to download the average sub-couple-kilobyte shell script is minuscule. The fear is seriously overblown.
[1]: https://www.seancassidy.me/dont-pipe-to-your-shell.html
Piping (https) curl to shell from a site who you were going to trust and download software/run from if they had an alternative method anyway - is no less secure than downloading a tarball or .dmg from the same site.
Getting into the habit of piping curl to shell is a bad idea though. It's gonna be easier when you're in a rush to not notice you're copy-pasting "curl -sSL https://install.pi-hole.ru | bash" from some "helpful" forum post...