I’ve finally settled on a headcanon for why Curumo didn’t join Melkor, even though he was so similar to Mairon and probably felt the urge to leave the Valar long before the Third Age.
He was already tired and frustrated from constantly competing with Mairon under Aule and, more often than not, losing to him. So when another Maia left, the last thing Curumo would do was follow him, only to continue that same pointless, exhausting rivalry.
And it would’ve been even worse! Much worse. At least Aule was fair, judging his Maiar according to their talents and skills. But knowing how much Melkor favored Mairon, Curumo would’ve understood from the start that joining him would turn his life into a nightmare: constantly pushed beyond his limits, yet likely never truly acknowledged for it.
No, no, and no again, he refused to accept any of it.