Curses can be quite nasty. It is recommended to remove them as soon as you can, if you're in casting form.
In PvP, removing the curses from allies under attack from a warlock is much appreciated and can turn the battle against the opposing warlock.
Handy macro[]
The following macro will cast Remove Curse on the target underneath your mouse pointer, without losing your current target. This is handy if you have a group or raid party frame that prominently displays curses that you can remove. Simply hover the mouse over the target and tap this macro.