"curl | bash" exists because there are too many Linux distributions and forks of distributions, making it basically impossible to distribute Linux software any other way without losing your mind creating hundreds of different repos.
I don't think that correctly encapsulates what's going on.
Step by step directions on how to install are done because of what you say.
An script you execute from the internet is a convenience method that automates those steps. For that convenience, you are trading away some level of security. It may be a very small amount, if you're getting the script from a well respected and secure source. It may be a quite lot if it's some random blog or 4chan comment.
For decades now there have been methods to deal with the problem of multiple OS targets. A self extracting shell script, so the installation script is packaged with the script, is still used by companies that need to ship in a mostly distro agnostic way. You still get a single package which can be signed or include checksums. Anything that the web script would do would be just as easily accomplished.
Directions to pipe a download of a script to an interpreter to execute it exist because a subset of people don't give a shit. It's nothing to do with Linux, it's everything to do with people not caring. As evidence of this, I give you Deno's install page, where they allow you to user powershell to retrieve and automatically execute a powershell script[1].
Note how the themselves call it out as a convenience. Many things in life are convenient, but aren't really all that secure, like leaving your keys in your ignition because you live somewhat remotely and feel secure. This is just another one. People like to play the odds.
I don't disagree with that, but I think that's less of a "Linux security best practice" issue and more of a problem a community has, and that community isn't even necessarily "Linux users" as much as it's "developers" and "self described power users" of any OS.
Linux probably happens to have a higher proportion of those, which might be why it's seen more as a Linux issue, but I don't really see them necessarily as intrinsically related.