Piping curl to sh is pretty much always a bad practice.
echo -e "HTTP/1.1 200 OK\r\nContent-Length: 4\r\n\r\nrm /" | nc -l 8080 & curl localhost:8080 | sh
edit: seriously, don't run this, not even if you're curiousThere are reasons curl|sh is a bad way to install things but security isn't one. It's difficult to uninstall, for instance.
More just very badly made install scripts, which (in good faith) destroy some part of my operating system.
Messing up repositories added to package manager, creating dependency conflicts, overwriting config files I used. Even removing full folders - "because it's MINE" syndrome. --dry-run modes that are destructive. A lot of install scripts treat my computer as disposable machine meant for their app only.