For something like the mentioned oh-my-zsh, it can be safely assumed the user is not a novice in most cases. Having to install in this manner may in fact deter the user, as they'd be suspicious. A well written README would be the better route.
I seem to recall a case of a certain application that uses curl to bash to install docker, docker-compose and finally create its containers. The problem lies with the fact that said script committed the mistakes of trying to pull docker from Docker repositories instead of using the one from the distro and also thinking $distro_based_on_ubuntu (I think it was Mint) is Ubuntu. A mess was made and I had to help some guy to fix it.
I wouldn't trust a shipping shell script with less than 200 lines just re: sanity checks.
Large shell script programming stinks. The person who wrote it probably swore off shell as soon as they were done. But it is portable and it isn't half the pain that packaging for several distros is.