What happens if your webhost is hacked and someone installs a malicious install.sh? Without a published signature to verify against, there's no way to detect it.
We do provide a signature. But of course if you're going to check the signature, you need to get our public key from somewhere. You can't just get it from our server, because then you have the same problem: if someone hacked our server then they could replace the key file with their own. We publish instructions to actually verify the key here: https://docs.sandstorm.io/en/latest/install/#option-3-pgp-ve... But as you can see, it's complicated, and most people aren't going to do it. If you're not going to go through the whole process, then checking a signature at all is pointless.
Note that distributing Sandstorm as .debs or .rpms wouldn't solve this, because we'd still be distributing them from our own server, and you'd still need to get our key from somewhere to check the signature.