What should I do about my concrete shower curb that I did not remove all the air bubbles from?
Next time, tamp the cement into the corners (using a putty knife, large screwdriver, gloved finger, etc.) after a couple inches is set down.  If you wait until the form is almost full, it forms stronger bubbles and they are harder to coax out.

Structurally, the curb is more than strong enough unless you anticipate automobiles driving over it.  The major issue is adequate structural support for the finishing material.

If you will be tiling the curb, the thinset is plenty strong enough to support the tile if worked into the gap and corner well.  So there would be nothing more to do.

If you will be putting vinyl, etc. over it, the mastic would not be strong enough, so the curb should be smoothed out with concrete filler.