The problem, for me, is that self-running installers can create a mess that's hard to keep track of.
I've run Linux without meaningful package management, as that was kind of the style of the time 30 years ago with Slackware. It can quickly become untenable.
There's no real difference between an uninspected script that gets piped straight from the URL into the shell, or a similarly-uninspected make&&sudo make install routine from a tarball. They can both execute code that does bad things (whether unintentionally or deliberately), and they can both leave a mess that is hard to cleaned up.
I've found that it is better to just avoid going down that road to begin with. Whether distro-specific packages, Docker containers, flatpaks, or whatever: All of these make housekeeping easier.