bash scripting – Is it normal for shell scripts to contain binary data?

I ask because I’ve been looking into Miniconda (https://repo.anaconda.com/miniconda/Miniconda3-py39_4.9.2-Linux-x86_64.sh), and the installation shell script has TONS of binary data starting at line 577.
I ended up checking the shell script because Google Chrome flagged it as potential harmful. I know, it’s just Google Chrome, and any shell script may harm your computer, however the binary data starting at line 577 kinda scared me a little… if it’s not normal for installation shell scripts to contain a binary payload like that, then there’s no way I’m installing it.
But if it’s normal, then I’ll feel much better about installing Miniconda.