There’s literally no good reason to replace it with a shell script on a website.
I fully agree that a package manager repository with all those tools would be preferable, but it doesn’t exist, does it? I mean… content is king. If the only way to get a certain program or functionality is a shell script on a website, then of course that’s what is going to be used.
Whether there’s a setup wizard doesn’t have anything to do with whether the tool comes from a package manager or not. Run “apt install ddclient”, for example, it’ll immediately guide you through all configuration steps for the program instead of just dumping a binary and some config text files in /etc/.
So that’s not the bottleneck or contradiction here. It’s just very unfortunate that setup wizards are not very popular as soon as you leave Windows and OSX ecosystems.