Convenience, mostly.

  curl -L "foo.sh" -o foo.sh && bash foo.sh

Is just more characters. But you should do it simply because a poorly written bash script can accidentally mess you up when streaming.

Why sudo though?

I honestly think it's stupidity. Most people really don't know you can build programs to the user and don't need system privileges. I think everyone is just so used to installing from package managers and doing `sudo make install` that they forgot programs only need to be in $PATH and not /usr/bin

How is that any safer?

First off, I never used sudo...

Second off, you're not steaming into bash

Third, you gotta read between the lines a little. I used some convenience considering my audience is programmers. Don't use && or shove && `less foo.sh` in the middle. There's a million options here

Don't take the example overly literally. Saving to file means you can read it before executing it.

That aside, it protects you from this gaping hole of an exploit mechanism. https://news.ycombinator.com/item?id=17636792