Every decent Linux distro has a package manager that covers 99% of the software you want to install, and comparing to an apt-get install, pacman -S, yum install and so on - running is a script off some website is way more risky. My package manager verifies the checksum of every file it gets to make sure my mirror wasn't tempered with, and it works regardless of the state of the website of some random software. If I have to choose between a software that's packaged for my package manager and one I have to install with a script - I'll always choose the package manager. And we didn't even start to talk about updates - as if that isn't a security concern.
The reason we should discourage people from installing scripts of the internet is because it would be much better if that software would just be packaged correctly.