I'm not sure what the purpose of the question is, because a unixy command line doesn't use phone-style permissions. I didn't say everything works this way.
If I installed photoshop with phone-style permissions, it wouldn't be able to invoke chmod and wouldn't even be able to access my downloads folder.
(Trying to tighten down a command line shell ends up being a tangent, but the short answer is that zsh itself would need to be trusted and hardened, and wget would not be allowed to run chmod. When it comes to downloading a script and then running that script on purpose, you probably just have to accept that doing so bypasses the permission system. Thankfully I very rarely need to do something like that.)
Now what should happen if the text editor decides to modify /etc/hosts without your knowledge?
Pop up a UAC prompt of course. It worked so well for Vista.
This works better with a GUI, but you can adapt it to a console too.
Even if users don't read the permission dialogs, you can make one path a lot easier. And you can flag anything too tricky as malware behavior.
OSes are doing a bad job of this, but they could do much better. Linux is making the most progress on various package formats.