It seems misplaced to blame the company for surveillance when they're trying to keep everyone safe, including the devices in your home. It seems far more preferable to have a sting operation and catch mistakes, than to for-reals access malware and have it install on those same devices. That's exactly what they're trying to prevent and mitigate.
It would be the same whether you're at home on a personal device, or you're at your desk in the office with boss over shoulder. You would have a right to object to oppressive or intrusive company surveillance, but this doesn't even come close.
Of course, we have few details here, and I have leapt to a very particular conclusion about that situation; who knows what really happened. But in the interest of general knowledge, employees should be aware that phishing tests will be run, and you can expect to have a little chat if you fail the test (or actually get phished.)
Is your phone personal? BYOD? Company-issued?
I can't fathom how "detecting curl" can put you in the doghouse, but I would shut you down too, for accessing malicious websites.