My own personal pet peeve is that doing the last thing, while may be fun for you, is not fun for your opponent. You are not doing something to win the game, you are doing something that objectively (in 99.9% of case) ist a time wasting procedure. The difference is that for you it's a good time (you are winning, yay!), while for your opponent it's a bad time (they are losing). I can guarantee you that your "good time" will have the same length after you "know you win", even if you forgo the Curse buying, while your opponent can, if they want, dive right back into the next game to cut their "bad time" short.
So just take the win when you have it, buy a Curse only when it actually makes you win (I won once by 1 point from buying my 1st Curse giving me 2VP from Museum), and similarly, don't by 1 Province, 2 Duchies and 3 Estates when just the Province ends the game and wins it for you as well. Your opponent will have a slightly shorter "bad time", while you loose nothing of your good time. And you may silently thank your opponent for doing so when you are on the loosing end of a game.