For one, it's only requiring one simple script to get compromised and replaced to compromise your entire machine. At least when I download the tarball, unpack it, etc. I've got several steps before I even get to the make install that I would run as root. And I might not even do that depending on my install target. If I do, I have ample opportunity to verify the package in question and examine the script I'll be running via sudo before I do so.
With the instructions provided by this site, not only is there no opportunity to verify the script I've received is the one I wanted to (HTTPS alone is not enough for this, the site or domain may have been compromised) but they're instructing me to just run it immediately as root without any examination.
This is a terrible practice, and while yes it has been around for a long time in the past it was something only done and encouraged by idiots, it seems to be gaining popularity.
This is a bad idea, stop doing this people.
Provide an install tarball and provide a checksum of it that we can verify.