Anecdote: I was really good at school at a young age, and I would get easy 80s in all my classes, so I never cared about marks, so that made me intellectually curious at a young age.
I distinctly remember sitting in high school math class solving some mathematical problems that were to be taught later because it was interesting and applicable to my learning needs at that point in time. The topic the teacher wanted to teach that day was not applicable to the problems I needed to solve at that moment, so it made no sense to learn it on that very day.
If marks had been a concern of mine, I would have had to have given my teachers at least some attention, taking time away from my education.
Yeah, I think not giving grades is a great potential way to encourage intellectual curiosity. Has there been any controlled experiments on this issue? Also is this practical during primary and secondary education? I don't know.
I think some students without marks would become more intellectually curious while other students might just not do the work and just play video games instead. It's a tricky topic.