These days executing random code is standard and if you don't do it you're wierd. Case 1: browsers automatically execute code from random sources. Case 2: People tell you to curl someurl.whatever | sh to install compilers (ie, the only way to use the rust rustc on non-rolling distros). And it goes on and on. It's not really an exception to standard practice to install applications. The only difference here is that it is from an actual human person instead of a corporation. They are at least somewhat trustable, unlike corporations which always have their profit motive to sell you.

Also, if you only run programs that have been approved by a third party organization first you're really restricting yourself.