It is somewhat different when your system forces binaries to be signed... but yeah, largely agreed. The abject refusal of curl|sh is strange to me, unless the refusers are also die-hard GPL adherents. Binaries are significantly more opaque and easier to hide malware in, in almost all cases.
Wait till they find out what the Visual Studio Installer itself does :) I guess this person just trusts a big company like Microsoft who keeps their source hidden more than a single developer who publishes all their source?
If any of this is relevant to you, you're already running Windows, which means Microsoft already has root on your machine, which means it's futile to try to limit the extent to which you trust their binaries.