I mean, if you think about it, any time you run any installer, whether via brew install, apt-get install, or an .exe or .msi, you're effectively running someone else's unknown code on your system, often as a superuser (e.g. with sudo apt-get install). Is there a significant difference here? At least in this case you could potentially download the shell file and read it before you run it, unlike with a binary executable.

Am I way off base here?