It's bad because `sh`, `bash`, etc. don't wait for the script that's being piped into it to finish downloading before it starts executing it. So, for example, if you're running a script with something like

    # remove the old version of our data
    sudo rm -rf /usr/local/share/some_data_folder

and the network connection cuts out for whatever reason in the middle of that statement (maybe you're on a bit of a spotty wireless network), the resulting partial command will still be run. If it were to cut off at `sudo rm -rf /usr`, then your system is in all likelihood going to be hosed.