Here's why:
* "Curse of Dragon" is a Spell Card. Fusion summoning requires two or more Monster Cards.
* Fusion summoning has specific rules. You need a Fusion Spell Card that lists the specific monsters you want to fuse. There is no Fusion Spell Card that lists "Curse of Dragon" and "Dark Magician Girl" as materials.
Therefore, while you can imagine a fusion monster using those two cards, it doesn't exist in the official Yu-Gi-Oh! game.