Hi @Neuschwadener,
the routing options (extra curvy, curvy, fast and curvy, etc) are not meant as routing profiles to be saved separately. Curviness is just another routing option like e.g. avoid main roads etc.
You can change it any time. Changing the curviness does not change any of other routing options and is not meant to do so.
If you save the route (=export in *.kurviger format) the curviness is saved together with all the other routing options.
See also here.