I think the question of whether or not to buy a curser is almost always independent of the particular curser, i.e. it's hard to think of a situation where you would want Mountebank, but not Witch. In some games, however, there could be a dichotomy between Witch/Mountebank and Sea Hag/Familiar, since the latter two cost you much more tempo.
Having said that, in the vast majority of games a cursing card is mandatory, and you have to work a little hard to find a game where you can definitively say you don't need such a curser. I can think of one game I played that had throne room, wharf, lighthouse, and familiar. My opponent picked up at least three familiars. I went heavy on throne rooms and wharves, and bought two lighthouses. Relatively soon, I was drawing my deck entire deck, and I always had protection from lighthouse. Wharf is the kind of really strong card you need to avoid cursers. Still, given that I gave an example with so many cards, you can see that such an event is relatively rare.
The key thing here is mostly that you can draw your entire deck EVERY TURN, and wharf is best for doing this robustly. Instead of lighthouse, you can throw in a strong trasher (forge is best, but expensive, or chapel). But you have to be careful, because you're vulnerable before your engine is set up. Also crucial to this example is the fact that it was familiar, which is slow and forces you to lose a lot of tempo to set up.
Even if you think you can protect yourself from cursers, that still doesn't mean you don't want them. Cards like familiar and sea hag you might ignore in this case since they hurt you offensively, but Mountebank and Witch are not so onerous, so its pretty rare that you wouldn't want these at all.
One sort of mystifying case is in the presence of Trader. In a game with Trader and Mountebank, I see players buy multiple Traders, and no Mountebank. Trader is a hedge against being hit by Mountebank, but you still want the curser.
Also in general, I think some players see strong trashers and think that consequently they can ignore the cursers. For example, suppose I buy three familiars, and you buy three upgrades but no cursers. The problem is that youre thinking asymptotically, i.e. in the long run you won't have any curses. But you neglect the whole midgame where your position is considerably weakened. There is a large time dependent aspect to cursing cards. In a chapel game where your deck is miniscule, I would love to buy three familiars. Putting three curses in your deck in one turn is huge, even if you will eventually trash them.