[Bampop]

I don't believe that Curse gives you an option of Running Away. In other words, if the first Monster in the discards was not inescapable, you wouldn't be rolling anyway. You're just taking the Bad Stuff. It's not a result of getting caught by a Monster, it's a result of the Curse!

Since sacrificing a Steed is a method of evading capture by a Monster, it wouldn't work here. A Wishing Ring would be your best bet here.