You're about to run their software on your computer-- what's the difference with that and running their install script?
There's a reason why code signing exists as a security measure.
For these people, running the script or downloading a signed GitHub release is equivilent, in both cases they do not read the source code of the software that they are running.
There is nothing stopping you from 1) reading the script before running it 2) reading the source code of Deno and any dependencies 3) compiling from source yourself. For most people, this is a waste of time. Trust has to start somewhere to build something great.