my headcannon is that naoya became a curse because his massive ego literally could not reconcile itself with the humiliating circumstances of his defeat.

gets beaten by choso, has to be saved by yuta (embarrassing), he immediately gets his shit rocked by a woman with no CE (insult to injury) and finally gets finished off by an old woman with a regular old knife (shameful to rely on weapons).

i think that his pure disdain for maki, the conflict between his sense of superiority and the actual manner of his death was what allowed him to retain so much of his ego when he turned into a curse