How to correctly infuse cream into vegetables
I think you expected to get curry flavored squash chunks, but it doesn't work like that. Sliced up squash simply isn't going to absorb that much flavor. If you really want to meld the two you need to physically combine the two. You could either smash it all up, or use a blender of some kind, of the two mashing would be my choice as it would preserve some texture. 

If preserving the chunked-up texture of the squash is important to you then try blending 1/4 of your cooked squash with all of the sauce, then reducing it down a bit in a pan before adding the squash back in, that will make the sauce much more squash-y. 

Also, I'd recommend you use coconut milk next time, it has much more flavor than whipping cream and water, and flavor is what you need.