It would be fun to build a list of projects that install this way, then build a tool that sits on open WiFi networks and automatically tacks on a "fun" payload whenever it sees someone request one of these scripts.
2. they can be analyzed (also at a later date if you keep them around) to figure out if any "mis-feature" was added after the fact or came from upstream. Those scripts typically download all kinds of other things during the installation.
$ curl http://cozy.io/install_cozy.sh | HOST=root@ip sh # sudoer required
Edit: even more annoying is that this script is only supposed to run on Debian/Ubuntu - so this script isn't even any more portable than .deb packages
Edit2 to be more constructive: would you accept contributions to build packages? Apart from this annoyance the project looks interesting!