Most people trust that the script is not malicious, including me. There is wrong with this approach, it is extremely convienient to try something out that has good reputation.
For these people, running the script or downloading a signed GitHub release is equivilent, in both cases they do not read the source code of the software that they are running.
There is nothing stopping you from 1) reading the script before running it 2) reading the source code of Deno and any dependencies 3) compiling from source yourself. For most people, this is a waste of time. Trust has to start somewhere to build something great.