Aphrodite, or otherwise known as the Goddess of Light, was not the cursed one. She simply couldn't retain her memories after having created so many incarnations of herself.
With time, those memories would return to her. But initially, her incarnations might as well have been no different from the countless other girls in the universe.
Azmodeus, on the other hand, was… cursed.
He was plagued with something so powerful and permanent that it was impossible to be removed even if one's power exceeded the limits placed on the Grotto Realms.
Think of a building with only one block holding the whole thing up. If taken away, the building would collapse, and complete destruction would be imminent.
But the worst part about this analogy was that Azmodeus couldn't even do that…