Does the Prospect Theory value curve change according to reference wealth size?
You are certainly right that Kahneman and Tversky neglect the importance of levels in their model (even though they do acknowledge the importance of levels informally, as in the quote you reference). However, this situation has now been rectified by Kosegi and Rabin, who include both 'levels' utility (i.e.'consumption utility') and 'gain/loss' utility (they also generalise Prospect Theory to handle many goods, and endogenise the reference point).

As I understand it, the point of the Anna/Ben story is that marginal utility is a decreasing function of wealth. I would think that this is adequately captured by Kosegi and Rabin, assuming that we specify that levels utility is a strictly concave function of consumption, as is standard.

Of course, a different route would be to allow the curvature of the Prospect Theory value function to depend on wealth (as you propose). However, I'm not sure what this would buy us above and beyond the Kosegi and Rabin approach. Moreover, the theory would still be missing the rather obvious fact that people do care about absolute levels of wealth, at least to some extent.