I think this isn’t quite true.
PIN verification happens offline for all card transactions, but I believe it is always online for ATM withdrawals, even for offline cards? I believe I read something about this once on the Monzo Community. Apparently it is to do with “Scripting” which writes new data to the card when presented in an online transaction. Perhaps somebody can confirm this.
If so, it would be possible for Curve to allow you to change the PIN in-app, with advice to force update the new PIN on the card chip by simply going to an ATM and conducting a withdrawal. The ATM would go online to verify the PIN, and Curve would reply with the “new PIN” you had just set. Scripting would then run on the Chip, as usual, therefore writing the new PIN to the Chip.
The good thing about this is that it would allow customers in other countries, where the Change PIN option doesn’t appear on ATMs to update their PINs without having to do anything special at the ATM - any ATM would do.