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