In THEORY they’re bad because the script could do malicious things and you shouldn’t blindly trust random people on the internet telling you what to execute.

In practice it’s mostly fearmongering because you’re likely trying to install a binary that could do malicious things anyways. “Mostly” because it is a bit less safe as one could MITM the script more easily or something, but not really by that much.

You shouldn’t run curl | sh scripts some random person sends you, but running an official script prom an official source is no more dangerous than running a .Deb file from that same source.