If you look at the source for the installation script (and I mean, surely you did that already, before blindly executing code from the internet. Right? Right..?), you can find that

• bun_install="${BUN_INSTALL:-$HOME/.bun}" – the default install directory is $HOME/.bun
• the script additionally adds that to your shell's configuration, i.e.
  • .config/fish/config.fish if you're using Fish
  • .zshrc if you're using zsh
  • or you've manually added it to your path following instructions if you're using another shell.

Thus, uninstallation means:

• removing ~/.bun
• removing those shell configuration customizations