What install script would you need if you can just
make install
?
A makefile with an install rule
Of course you get one if you compile SFML for sources, but there's nothing similar for pre-compiled distributions. Those only provide shared libraries and public headers, that you have to copy wherever you want them to be "installed".
But you mentioned that you have a special setup of packaging etc., so if that would get messed up I'll accept your decision to leave things as they are.
Mistakes happened in the past, and would happen for sure again if I enable this option by default.