Curly bangs are great for the same reason that hairless cats, kiwi fruits, and jellyfish are great, which is that they're so ugly, they're cute.* It's not that the models and actresses above look bad with curly bangs, but rather that they'd look a lot better without them. And therein lies the charm—any decision to sacrifice conventional attraction in favor of something different makes a woman stand out. It makes you speculate about her personality, her taste, and her intelligence. It makes you want to be her friend.
Look at a young, barely-recognizable Nicole Kidman, for example—don't you just want to sit next to her at dinner and drink too much? In her current marble-statuette form, Kidman is more comprehensibly beautiful, though in an anonymous, status-quo way. She doesn't look like someone with any particular worldview. That's fine—many of us don't express our worldviews in hair form—but it's not as interesting.
Another benefit of curls is their inherent fun quality. Spiral-shaped objects are structurally amusing: Slinkys, rotini pasta, pig's tails, the 'boing' sound effect, cinnamon rolls… There's just something about spirals that is pleasing to humans. A playful aspect.
Coziness is a third factor. Imagine how luxurious it must feel to have your face surrounded on all sides by at least two inches of hair! No need for a winter hat when you have natural insulation. Plus, it could make a good travel pillow in a pinch. Just bunch that shit up, lean back, and drift into dreamland on a cushion that's all yours.
*What do you think—agree/disagree? (Also, are there fashion items that also work under this rule? Clogs? Overalls?)
 Nicole Kidman,  Edie Campbell shot by Angelo Pennetta for Love Magazine, Issue 9,  Jacqueline Bisset with Andrew McCarthy in Class,  Beyonce,  Gina Montana in Scarface,  Sarah Jessica Parker,  Marisa Berensen,  Rosie Vela,  Jacqueline Bisset,  Chloe Sevigny