Installing a package manually vetted by distribution maintainers, signed and verified with GPG, is the same as blindly running a random script off the internet?
I don't think you appreciate how much effort Linux distributions invested into creating safe ways of distributing software.
The difference being that distro packages are distributed in a safe matter (signing and verification) whereas a website could be hijacked and the script replaced or you could get MITM'd if you access it over HTTP.