Bash Script loops endlessly under certain circumstances – Debian

I am currently playing around with bash and did some scripting in the last days. I thought, that I’m done, but after some tests, it seems, that when it comes to a simple yes/no question that requires user interaction, it loops. The strange thing is, that it does not loop, whenever I run the script. It depends on how I run it. So here’s an example script:

#!/usr/bin/env bash

while true; do
    read -rp " test? (y/n): " yn

    case $yn in
    [Yy]*)
        FOO="y"
        break
        ;;
    [Nn]*)
        FOO="n"
        break
        ;;
    *)
        echo -e " Please answer yes or no."
        echo ""
        ;;
    esac
done

echo "You picked $FOO"

As you can see, it doesn’t do anything special. It asks for yes or no and displays a message if you type anything else. If I run it (on a Debian/Ubuntu machine) like this:

bash foo.sh

or like this:

chmod 755 foo.sh && ./foo.sh

or even like this (same script, hosted on GitHub Gist):

bash <(wget -qO- git.io/JUGDp)

it works as expected. But if I run it like this, it loops:

wget -qO- git.io/JUGDp | bash

I have a basic idea of why this happens, but even if my assumptions are correct, how can I prevent it?