It may be more unix-y, but it's less user-friendly if the expectation is to just download a file.

EDIT: Wow, surprised by the downvotes. I don't think I said anything controversial (y'know principle of least surprise and all), but maybe I was being a bit too opaque: wget, by virtue of being the first on the scene, built an expectation that $THING_THAT_GETS_URLS would result in a file without any other input/arguments. Curl, to this day, surprises me because I was around when wget was all you had.