I mean, that command is linked to in the actual script itself. I figure if you're already reading it, it's probably pretty safe to run. It's also what, a seven line script? Not too many places to hide anything nefarious in there.

Sure, I suppose the install directions should be more like, wget the file, cat it to be sure gitlab didn't serve you a malicious file instead(?), then run it.

Really not sure what this has to do with malware on Windows though.