OK, fair-ish point. You won’t find major examples, because it’s not a CVE if you willingly download and execute malicious code. I hope you can understand the theoretical (but very real) risks of doing this, though.

For me personally, I try to use a distro/platform specific package if it exists, since hopefully that means at least one human has read through some of the code, and probably installed it. If that’s not available, I do download the script to review before executing it (and not re-downloading it to pipe to a shell). I’m sure I wouldn’t catch everything, but I would probably catch odd embedded curl calls and the like.