I assume this is a bug. Steps to replicate:
1) Use a bow that has a chance to apply "Curse" or some other status effect.
2) Shoot someone and have that status effect applied.
3) Shoot them again, but have the effect fail to apply.
4) Groan as you spot the previously applied curse status effect is removed because of the last shot that failed to apply.
I believe the same goes for any status effect and any method of applying it. It gets removed if a subsequent application fails.
