Are you supposed to leave the pigtail lead on an GCFI / AFCI breaker curled up?
There is no reason electrically to leave it curled up. You'll be perfectly fine straightening it out.   I'm assuming this is an add on to an existing panel.  If a new panel, I'd seriously consider a PON (plug on neutral) style panel.  This eliminates the need for the pig tail.  Last year I  wired my son's new house with a SquareD PON QO panel and loved how it turned out.   Very clean.