If you don't mind cheating (or if it is allowed by challenge rules, if you're playing one), you can "force" the curse. When in a pyramid (the Sphinx, for example), and if your Sim didn't get cursed even if he/she doesn't have Athletic or Martial Arts (or is in the lower levels), you can spawn a mummy yourself, right there. Just Shift+Click on the ground (you have to have testing cheats enabled of course), choose 'Buy on This Lot' (or 'Build on This Lot'). Afterward, Ctrl+Shift+Click on the sarcophagus, choose something like "Spawn Mummy" and choose one of the options. Have your Sim open the sarcophagus again. Do this continuously and your Sim will eventually get cursed. Even if it feels wrong to do, or to say, so.