This was like 13 years ago, but it in essence rm -rvf / ... but it was a obfuscated one liner that some dick put out there as a joke. Result was having to restore a site and lose a few weeks of posts.
If you install through a GUI or a package manager, it will often check a cryptographic signature to validate that you downloaded the genuine thing, and you weren't man-in-the-middle'd with some malware. Also, it will check that nothing was corrupted in transit.
But generally speaking, you're right. You're taking a risk every time you run executable code from the internet, and if you don't want to live in a paranoid state of fear constantly, you have to balance security and convenience. If you check that it says "https" in the beginning and that you trust the source, then you're probably fine.
Well, it's all about risk assessment. Curl has had RCE security bugs before[1]. That doesn't mean curl is "downright dangerous" it just means that "it's safe because it doesn't pipe to sh" is also not a correct thing to say.
I suppose 'devoply pattern-matched "curl -sS <sth> | <sth else>" to "don't do that". I think that because that's exactly what I did now; it took me a few seconds to realize that - this time - the invocation is mostly harmless.