Training people (esp. what passes for non-techies on Linux) to regularly copy-paste into the terminal is massively riskier than "click this URL". Just for starters, consider how easily you can make a web-page where you highlight X to copy it, but instead Y is delivered to your clipboard. Then on execute it could even redraw the terminal to pretend you pasted X all along.

Also, there's a convention or social-contract that everyone who downloads 2.10 ought to get precisely the same thing. This provides a foundation for other facets of security, like "it must have an expected hash" or "it must validate as signed by this public key". Also investigative actions like discovering when something suspicious got added, or detecting that the installer is trying to access the internet when it really shouldn't be.