The most obvious case: someone compromises the installation script on the actual real deno server. Right now the webserver there is returning an HTTP/307 to an HTTP/302 to the "current" installation script file. Any compromise of the webserver makes this very dangerous.
Contrast that with proper signed packages, code signed sources, etc. There it requires compromise of the developer's systems and signing keys, which at least can be a far harder thing to attack if they're doing things securely.