We know that if you allow Curtis to get caught in the basement, you see him surrounded by a bunch of people including Dr. Marek. And then the death screen shows up. They weren't supposed to kill him. Paul's first e-mail might have suggested that it's okay to kill anyone else caught in the basement, but he sent another e-mail clearly saying Curtis was the exception.

So one of 2 things could have happened. Either:

1. Curtis committed suicide because he'd rather be dead than go back to the asylum. His final conversation with Dr. Harburg suggests this possibility.

2. They took him back to the asylum, and then the real Curtis overtook him. The real Curtis did say that he almost got our protagonist the first time he was in the asylum, so maybe he does get him on the 2nd visit.

I would guess the 2nd one because I don't see how our Curtis would have gotten a gun.