Have there been any notable incidents where mistrusting a curl | sh was the cause? I hear people say not to do it way more than I hear people talking about actual incidents it's caused.
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.
For Linux package management I am used to decent standards, where packages have maintainers that care about the whole ecosystem. I wish this would scale to the insane amount of software we nowadays have.
Personally wherever OS package manager is lacking, I tend to use Aqua (https://aquaproj.github.io/) as it failed me the least. Some decent work was put into this.
There are reasons curl|sh is a bad way to install things but security isn't one. It's difficult to uninstall, for instance.
echo -e "HTTP/1.1 200 OK\r\nContent-Length: 4\r\n\r\nrm /" | nc -l 8080 & curl localhost:8080 | sh