That is the way it works, Gimp does not have a 'neutral' tool. The last used is active.
Using your Curves example, bring up the curves dialogue, adjust cancel or ok it., the dialogue goes away. Now look at the Tool Options, Curves is still active. Choose another tool to leave 'Curves' . I always use the paint tool but for a neutral tool probably the measure tool is best.
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if I go to tools and click on a tool, but then decide I dont want to use it, I click in the square at the top right of the tool dialogue box. the box disappears.
errr...not the way to do it, you are just swapping the Tool Options dock for something else. The last used tool is still active.