My experience is that you only use this option in conjunction with a restricted shell like you might set with
command= in the authorized_keys. It isn't very useful when you grant the user full shell access.
If you had shell access one method from the bygone days would be to use a tool like slirp which would basically emulate give you a PPP connection to the box.
I am not sure of the specific methods using curl/wget, but I would not be surprised about them at all. Though I think it would be a lot easier to bypass if netcat was on the remote system.