Don’t change anything.
If you want to take advantage of the low FX fees that curve provides always make sure you’re charged in whatever the native currency is of the country. That way Curve handles the exchange to GBP. This includes even in shops and restaurants where they try to “help” and charge you in GBP on the card terminal, insist it’s in the native currency, not GBP.
The only reason you’d change your card’s currency is if you have added a card that has a different currency.
E.G you are a dual national who has bank accounts in both UK and Malaysia and have added both cards to Curve and you wanted to use it when over there, you would change your currency to MYR to make sure you’re not erroneously charged exchange rates on your underlying card.
There are edge cases with 0% fee cards and travel cards too, but generally it’s a feature you’d never use if you’re just a normal traveller.
I’ve travelled to Belgium, France, Italy, Germany, Geneva, Austria, Croatia, Hungary, Armenia and the US using Curve. I’ve never changed my currency from GBP and it just works.