Moneylender was probably a bad idea early. When you're floundering in curses, the money from Coppers isn't so bad. Also it's an extra terminal. Your opponent may have had the right idea in getting a Quarry, to help pick up Hunting Parties even in a curse-filled deck; not sure. It only helped him once.
By turn 6, you had three terminals - Baron, Moneylender, Sea Hag. And only one Hunting Party and no Bazaars yet.
True to form, on turn 8 your Sea Hag and Moneylender collide. On turn 9 your Baron and Moneylender collide (though you do get Baron with estate). On turn 10 your Sea Hag and Moneylender collide. Because of the collisions, you spend your buy on a Bazaar instead of another Hunting Party.
To add to this, it isn't an accident he wins the curse war 7-3. The hitting your sea hag on T5 while missing his T3/T4 sea hag puts you relatively similar... so i doubt that's the reason... He wins because he is able to play sea hag nearly every turn. Why?
He keeps his deck relatively lean (other then what I think is a wasteful quarry). He focuses solely on gaining more hunting parties turn after turn. This adds up to multiple hunting parties sifting through the deck to find sea hag, the most important terminal at the start. It just hurts too much.
Now while I agree with Baron at some point, because it does work well with hunting party more than most, I believe cursing is much more helpful than what baron could do. It should have been grabbed near the end of the curse war and only if you have the hunting parties to support such shenanigans.
Moneylender should never be purchased to "boost money quickly". It is used for the main reason to slowly trash away coppers. Here that is counter productive to Hunting party (which would sift through them anyways, so you're not getting the full benefit here) and it is a heavily cursed game (which often leads to less money density, although HP does cover it up which leads me to point 1).
Essentially, all $3-4 should have been silvers. It sounds boring, but it aligns with Hunting party gaining (money) and hunting party action (less identical cards).