This is trivially fixable by wrapping the body of the script in a function which is invoked at the end. Homebrew's install script doesn't do this, but it's written in Ruby and all of the side-effecting statements are within a single block, so the worst that could happen is it could fail to print the message telling you that it's installed at the end.

Is it on a stream-and-run method of executing tasks? Surely it looks for an end-of-line or end-of-command terminator like "\n"

Curl will still pipe partials: http://blog.existentialize.com/dont-pipe-to-your-shell.html

That's so sketch and dangerous.