I don't quite get that argument. It's the same as the old download installer from random website, double click to run that people have been doing for decades. It only skips the download step. And it's arguably better since at least you can review the contents. When building a Go program it will also happily download stuff from github but I've seen way less complaints about that. And to be fair it's also been an infection vector, from people installing things from shady places (or reputable places but with ill-intent like installing unwanted browser toolbars, DRM rootkits ...), but it's nothing new. Same advice applies, know what you're doing, use reputable sources.
What's a better alternative ?