What people do to install software 98% of the time is download a proprietary windows binary and executing it - occasionally also with elevated privileges.
Piping to bash is dangerous but it’s not more dangerous than software installation in general. I think this point is some times lost on e.g people who run software from vetted repositories like apt or often make their open source apps from source. Computer programs to most people means double clicking an exe.
> What people do to install software 98% of the time is download a proprietary windows binary and executing it
Not people who avoid Windows. Every respectable Linux distro has package signing by default these days. And none support a default install process of piping arbitrary scripts from the internet to a shell.
There's no reason the pi-hole folks, who made a thing that runs on Linux, to ignore the security implications and recommend something dangerous for a device with a lot of potential power.
In other news, eating rat poison might kill you, but there's a tiny warning printed on the back so no one will do ever do it.