It isn't quite so simple if you have dependencies. Right now, dependencies must exist in the same location as the extension being loaded.
I don't see how this couldn't work with URLs too, i.e. get .dep and .md5.txt from the same base URL as the tcz, same with dependencies, and fallback to the default mirror in /opt/tcemirror. Actually, I don't see why it shouldn't try all the mirrors like eg. debian does. They could even be tried in parallel.
For a depless extension, why not wget http://mysite.com/ext.tcz && tce-load -i ext.tcz?
wget
http://mysite.com/ext.tcz -cP "$(cat /opt/.tce_dir)/optional" && tce-load -i ext.tcz would bring it closer, still, why everyone is so eager to post workarounds to the initial proposals fails me. I mean we all get a small adrenaline rush at solving little problems like that and all, but this way tinycore would have no features at all, it would be just this forum full of little scripts and solutions