It's, er, "funny" how people used to make fun of `curl | sh` because of how lame it was, and now you have it everywhere because Rust decided that this should be the install.
You can also install rustup via your package manager and then use it as usual to manage your Rust installations. Though I guess in most cases, a single moderately recent Rust installation works just fine. But it's useful if you want/need to use Rust nightly for example.