I'm not saying that downloading something from your official OS package repositories is the same as downloading a random URL from the internet. The thing I'm more thinking about is language specific package managers such as NPM, Composer and Cargo. Or user repositories, things like AUR, PPAs and non-official apt repositories, where any random person can put something up. The thing for those is that they almost look like they are something official and something to be trusted. Often times they are displayed on an official site, you download them from a trusted URL and they look like they are really secure, even with hashing and things like that built-in. Lots of package managers don't support any way of verifying the identity of the one uploading the files, and even if they do we often import signing keys into our chain of trust without a moment of thought or we don't use the signing mechanism at all.
And with something like NPM packages you are likely to download another few dozen of other packages which you didn't even intent on downloading. You will probably run a lot of code there that could be doing all kinds of horrible things.
At least with `curl|bash` I get some feedback of where the code is originating from, what URL will I be downloading something from and is that some place that I can trust. At least I get somewhat of an identity verification (albeit very very weak) as long as I trust the owner of the site to protect it adequately from preventing unauthorized uploads.