This post The Terminal Escapes: Engineering unexpected execution from command line interfaces has a summary of the longer paper in the first link.

tldr: There are a variety of ways that attackers can cause you to execute execute arbitrary code when you echo their maliciously-crafted data to your terminal. Therefore, when you run curl without redirecting its output, or when you cat a file you’ve downloaded, you’re trusting the server (and also the network, when you don’t have https:// in the url) not to exploit you.