Who’s to say that the user’s intent by running the program they just downloaded, isn’t to—say—overwrite a system folder? (Oh, wait, that’s exactly what Homebrew does, with the user’s full intent behind it!)
There are tons of attempts to do what you’re talking about. Canonical’s “snaps” are a good example. As well, every OS sandboxes legacy apps by default (because they’re already virtualizing them, and sandboxing something in a virtualization layer is easy.)
But none of those solutions really work for the “neat FOSS hack script someone wrote” workflow we’re talking about here, where you build programs from source and run them for their intentional side-effects on your system.
You might suggest that there could be a shared sandbox for all the POSIX-like utilities to interoperate in. But what if you’re attempting to use those utilities against your real documents? (For example, a bulk metadata auto-tagging and auto-renaming utility, to get TV episodes from torrents loaded into Plex correctly.) How do you draw the line of what such a program can operate on? AFAICT, you just... can’t. Its whole purpose is to silently automate some task. If it requires constant security prompting, the task isn’t automated.