Are you sure that curl is sending the request properly? (Check with tcpdump)
I read the microsoft security bulletin and it says that your IIS server is protected if Kernal Caching is off, maybe that's why our servers are neither blocking the request nor crashing with the request.
I created a rule to cache all .png files and I changed the curl request to request a .png image on the server. I got a BSOD!
curl -v http://example.com/image.png -H "Range: bytes=18-18446744073709551615"
(If you could take a screenshot/snapshot that'd be great.)
I'm really curious to see what bugcheck is being hit.
Edit:
Actually sometimes you get additional info: