A package (like a .deb) is a static artifact. It can be hashed, mirrored, and GPG-signed. Package managers usually verify that signature before any pre/post-install scripts. A "curl <some_url> | bash" pipe is a dynamic stream; the server can perform targeted attacks: sending a clean script to 99% of users and a malicious payload only to a specific IP address or User-Agent. This allows for targeted attacks that are invisible to the rest of the community.
Yes, running third-party code is always a leap of faith, but why choose a delivery method that removes the possibility of verification and opens the door to targeted injections? Convenience shouldn't be an excuse to ignore basic security hygiene.