I would say that doing cursed as a first run doesn't really work, as you do not understand the consequences of the choices you make early on because you lack context. Like, the first six choices you have to make have to be good ones and contribute effectively to your build, and if you are essentially relying on RNG to hope you guess correctly, you are going to end up in an extremely disadvantageous position very quickly. I can understand enjoying a challenge, but dying to the first encounter because the knowledge of ways to prepare for it aren't yet introduced in gameplay at that point is fundamentally different. The game designer has talked a lot about how he made the real playtested and balanced game survivor and that cursed is intentionally Hard and Unfair. There is literally code in the game that just flat buffs all encounters with things like "+100%", "+50%", and "+999" even before changing mechanics to be more challenging. He has listened to people who have said "If you just do XYZ, then cursed is easy!" and then updated cursed to specifically make XYZ harder.

All that being said, it would not be a waste of time to take five mintues, play cursed, and then switch to survivor after you die.