Not trying to single out fzf here - there are many other tools that do this - but I find this behavior really sad because it makes me very disinclined to trust the tool with anything. A command-line tool should not be trying to auto-update itself or manipulate dotfiles in the user's home directory. It's dangerous and unexpected.
There’s no standardised way to extend interactive shell configuration without just appending to /etc/bashrc.
The other problem with this is that it is hard to disable. What if you want fzf but without the key bindings? FZF could add a mechanism for this, but it doesn’t fully solve the problem, because the FZF script being added to global configuration will always be run before any user config.
In this specific case, it is a limitation of bash (and probably ZSH as well) that there is no simple package-manger compatible extension mechanism for interactive shell plugins which doesn’t sacrifice user control.
Then it would just be (in bash anyway):
source /usr/share/fzf/keybindings.bash source /usr/share/doc/fzf/examples/completion.bash
source /usr/share/doc/fzf/examples/key-bindings.bash