I mean, untarring a downloaded tarball from somewhere and running `make` is just as dangerous, right? Only there you can make sure the checksum matches, but people skip that step all the time.
* When copying from the web, what you see on the page might not be what ends up in your clipboard,
* When pasting into a terminal, any text with endlines will execute immediately.
As a result, just pasting anything from the web into a terminal window might execute arbitrary code, without any further action on your part.