Well, you're free to run it the way you want, ultimately, whether you curl or you download any other way, you're still running something from the Internet.
That's less the point and more that DNS can get hijacked, scripts changed without your control, etc. You run it fine today, begin to trust it, then it's changed and affects you differently, at best causing a headache and at worst stealing your files or wrecking your machine.
We're probably splitting hair but if your concern is DNS hijacking, then that still applies to pretty much anything else you do with Github, and by the way, most of your creds have already probably been stolen via fake logon portals in that case.
I agree, people should check what they are piping in to sh, but they should also read all of the source code they are pulling and compiling from Github.