This is a pretty common question that pops up on a regular basis. The short answer is the belt is molding to your body style.
Belts will mold and form to your body much like a pair of leather shoes will. Each person will have varying degrees of curving on the belt based on their body size, weight, and how they wear their pants. This is actually desirable and makes the belt form to your body and custom fit you resulting in a comfortable firm fit.
It is usually most noticeable in the back of the belt. Take Brad here for example:
Brad is a big guy and his belts will mold to his body shape and the fact he wears his pants a bit lower in the front. It is perfectly normal for a curve to develop in his belt and again makes the belt fit better and comfortably.
You will also see bends and indentations in the belt where it contacts belt keepers. Again, this is most noticeable in the back of the belt and especially when there is a single belt keeper in the back middle of the pants instead of two keepers...one off to each side of the center of the pants back.
You can minimize this a bit buy buying very thick belts like our Premier Double Leather Beltor our Old World Harness Belt. These belts will curve less than a lighter weight belt. For the most resistance to this, our Steel Core Belt is recommended.
Some people even say they thread their belts the opposite direction every now and then to even out the curving. Really not necessary, but other than perhaps being a bit uncomfortable won't hurt anything.
So to close. The Curving of your belt is just it molding to your particular body style. It will not affect the performance of the belt and in the ends makes it more comfortable!