This is a good question to think about, especially if it makes you consider more carefully about what software you run!
But there's a lot of spectrum between "i have audited this software" and "i'm just piping this random url off the web to my shell". Many software distribution mechanisms provide varying degrees of curation, reputation, accountability etc.
Also in this case the link was provided in a context that would select for people who are concerned about security updates (= looking after high value systems) and still somewhat naive about security practices, and could get run on systems that have strict rules about installing software on them.