Seems fine for me:
espionage724@Spinesnap:~$ curl https://alx.sh | sh
% Total % Received % Xferd Average Speed Time Time Time Current
Dload Upload Total Spent Left Speed
100 2289 100 2289 0 0 3791 0 --:--:-- --:--:-- --:--:-- 3789
You appear to be running this script from Linux or another non-macOS system.
Asahi Linux can only be installed from macOS (or recoveryOS).
I’d try changing your DNS server (here’s Google’s)
8.8.8.8
8.8.4.4
2001:4860:4860::8888
2001:4860:4860::8844
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Try using fedora-asahi-remix.org instead, it’s backed by a different CDN and might work better if your network is blocking alx.sh for whatever reason. See Frequently Asked Questions (FAQ) :: Fedora Docs for more information on the differences between the two.