This is the equivalent of giving an author of a website remote code execution (RCE) on your computer.
I get the idea that you can download the script first and carefully read it, but I think that 99% of people won't.
Sometimes you see curl -sSLfO. Please, use the long form. It makes life easier for everybody. It makes it easier to verify, and to look up. Finding --silent in curl's docs is easier than reading through every occurrence of -s.
curl --silent --show-error --location --fail --remote name https://example.com/script.sh
also, putting it out long-form you might catch some things you do out of habit, rather than what's necessary for the job.