So it IS a bug - that is my bad, sorry.
To add more detail:
The Vault event doesn’t change the existing loot tables or drop chances of other Gnome rewards directly.
The Vault event adds an extra loot table globally with Vault Keys in it.
So when you defeat a Gnome during a Vault weekend the RNG first rolls to see which loot table to pull from - then it rolls to see which reward from that loot table you get.
Cursed Gnomes do not have Vault Keys in their primary loot table. So if you get a Vault Key from one you’ve rolled up the Vault event loot table.
This is applied as a standard to all Gnomes and isn’t manually setup on each Gnome individually.
I’ve brought up the fact we said we’d be making a change to effect Cursed Gnomes specifically which requires a bit of a rework of the Vault event.
I’ll post here when I have more information. It may not be today as we’re prioritising the asset downloads, red map flash and missing buttons when playing in 4:3 ratios and on tablets issues first.