Again, is it a real curse? We know what Malcolm told him... When he was mostly dead, he fell from the boat into Mab's waiting arms.. Yeah, he heard in his mind Cassius's death curse, but he was only mostly dead, Mab was there so even if he was all dead, he didn't die alone. If it means that all his friends and family die first, well, if Harry is the military leader of the BAT, that stuff happens...
One more thought, was Cassius even a wizard? I think not, so there was no juice behind his curse other than to make Harry feel bad.