[snarky]

Because you cannot fulfill the requirement of losing a level, nothing bad would happen to you if you avoided the curse. Therefore, you cannot do so, because there is no cost to you.

This is different from the case of a 1st-level Thief, who must still discard cards to attempt his theft, even though he cannot lose a level for failing. He still has a cost associated with the ability, so he can exercise it.