So, you mean like everything on OSX and Windows, where you don't have such package management systems with (long-standing, trustable) benevolent hosts? Yeah, downloading some application off the internet and running them is a really bad idea - how is this worse?

edit: how about iOS? There have been news entries about them sending data where they shouldn't - that's a curated host. iOS is a lot more sandboxed, but that doesn't make the danger nonexistent.