I've had this headcanon for a while and always wanted to talk about it. We know Curly doesn't really open up to Anya when she asks, that he struggles with his mental health but mostly tends to keep those struggles to himself. He's always given the same standard responses for psyche evals. And I think while part of that is due to psyche evals being a Pony Express thing, it's also because of Jimmy and it just makes me go so insane.
We know Jimmy is emotionally abusive to Curly. As much as it was missed in the early life of the game, a lot more people are noticing it now. The most blatant scenes are a Curly's birthday and right before the crash, but we also see even in the cockpit their conversations are so unbalanced when they're opening up. Jimmy can tell something's up with Curly, but he's unable to truly understand because he views Curly's problems through his own lens so he sees it as as Curly being unsatisfied with his position, meanwhile what Curly is actually saying is he is personally unsatisfied with where he's gotten in life because this wasn't what he originally intended. He's spent years building his way up and being captain is great, there's nothing wrong with it, but... It's not what he wants. He's not sure this is where he wanted his "ladder" to lead him to. It's not a position problem or corporste but a personal one. But Jimmy doesn't understand that, and that's why later at the birthday he acts as if Curly wanted that recommendation and is willingly leaving them behind in the mud (that and he wanted someone to lash out so he views it as Curly wanted this and hence he is at fault).
That, and the fact that Jimmy immediately shifts the centre of the conversation back to him with just one line "while guys like me are still climbing at the bottom (or something)". Curly pivots immediately, he's far too aware of Jimmy's moods and doesn't ever want to let it drop because we've seen later what happens when it does. Even though it was meant to be his moment, it was meant to be him being comforted, instead Curly has to be the one to soothe Jimmy. He can't even have a conversation centered on him for long. It ends up about Jimmy. Even when the conversation is on Curly, jimmy can never truly understand him.
All in all, it kinda makes sense that Curly feels like he can't open up. He's been Jimmy's friend for years, and while Jimmy isn't always yelling at him or verbally beating him down for things that aren't his fault, even in a casual setting he's toxic to be around. My personal headcanon is that they've been friends since highschool, lived together during college and went their separate way after but whenever Jimmy needed help Curly would offer his place, like old times. So they spend quite a lot of time together, and it just means it's been years that Curly has had to deal with this sort of thing, in which his brain would slowly teach him that opening up isn't safe because either he's miscontrued and not actually comforted, and might even be attacked for those miscontrued thoughts, or that he'll have to flip like a switch and comfort someone instead (specifically Jimmy but sometimes trauma makes you think you have to act like that with most people when you get used to it). We see that Jimmy, while he doesn't intentionally do it in that scene, kinda downplays Curly's turmoil when he makes it about himself. He's acting like Curly shouldn't be complaining because he has it better than Jimmy. That's another toxic mindset for Curly, believing his own problems aren't actually a big deal as Jimmy will downplay them because he's doing worse, so Curly should be grateful.
All this just culminates in a mindset that says "my problems aren't even that important. If I open up I might be misunderstood instead of being comforted. I might get hurt. I better keep it to myself," and then it all stay inside of his dead where it festers and starts to damage him over the years. Another headcanon I gave is that Pony Express really isolated him from all the people he knew. We know from the Q&As he has large groups of friends who really like him, and he has 3 brothers. He has a lot of people he can go to while he's back home, but imagine being gone for years at a time and coming to see everyone you knew had changed while you were still the same? Imagine seeing your kid brothers with kids themselves and you're still climbing a corporate ladder you're not sure you want to?
I imagine that it's all so jarring and may I makes Curly doubt he's really wanted, that there's space for him where he used to exist because everything is changing while he isn't - and maybe the place he used to exist in now doesn't exist anymore. This is all headcanon and to me why Curly sticks to Jimmy even when on a very basic level Jimmy sucks to be around. I get all of Curly's friends still love and want him but Curly's the one who feels like he doesn't have a place in their lives anymore, that they've moved on without him. They're so much further in life than him. And he's just in space, delivering whatever it is Pont Express won't tell them. Uh, point of this is to say Curly clings onto Jimmy because he feels he has no one else and Jimmy too has no one else, but again this is just my headcanon.
It does lend to many years of this quietly emotionally abusive dynamic which then leads to (along with Pony Express's toxic work environment) to a depressed Captain unable to see his friends behaviour for what it is and hence unable to catch the escalating signs of harassment that eventually culminated in the worst for his other coworker who he seems to get alone with a great deal more. And that same co-worker Anya had spent a while trying to get him to open up because she knew something was wrong and she wanted to help. But Curly has been deep set in his ways, so he never opens up.
And then his chance to is robbed when the crash robs him of almost everything