You will probably find that where the curve was created was where a mating surface joined.
Take a cube for example.(surfaces)
<create curve one edge> will create 1 curve on one edge of the selected surface
<create curve all edges> will create curves on all edges of the selected surface/s
Note! creating curves on surfaces that share common edges, you will create curves on both edges, so, there will be double wireframe entities at these edges.
To avoid this, try creating curves from a solid entity, not from surfaces ( your wireframe will be more accurate and will chain better