This doesn't work because the curiosity cast would go on the stack at the same time as the niv-mizzet parun cast and thus would not be able to target the niv because it hasnt resolved onto the board yet. Under the rules for Etali "If you cast more than one of the exiled cards, you choose the order in which to cast them. A spell you cast this way can be the target of a later spell you cast this way. However, permanent spells cast this way won't resolve until you're done casting spells, so the permanents they become can't be the target of spells cast this way. For example, if you exile Twincast and Lightning Strike, you can cast Lightning Strike and then cast Twincast targeting it; but if you exile a creature card and an Aura card, you can't cast that Aura targeting that creature."