Under Windows 10 Pro, I just checked this using the current release version of Krita, so the 5.2.6, as well as the 5.2.9-prealpha (git 606eef8) and the 5.3.0-prealpha (git 3001ea5). I can confirm that there exists an issue, but it seems to vary between your and my system, as well as between different versions of Krita.
By the way, you have not named the exact version of Krita you use as well as you did not name the OS you use, this is important information to hunt down bugs.
For me the 5.2.6 and 5.2.9 show the same results, i.e. after adding a third curve, the first manipulation of the three curves causes at least one of the unmanipulated curves to change its curve.
With 5.3.0 this erroneous behavior could also be provoked, but it was only sometimes the same as with the Krita versions from above, and sometimes it was a little different. Should mean: it also shows this error with a third curve, but only sometimes.
There were situations with three curves where I could change any curve without affecting the other curves, whether adding nor removing nodes or moving nodes did change another curve. And I can not tell what is the reason for it sometimes working and sometimes not working.
And then there were times when it needed a fourth curve, but at the latest after adding this fourth curve, the error always occurred after manipulating one of the curves. Also, here I have no idea what is causing this and what is not.
All tests were made using the brushes b) Basic-1, b) Basic-5 Size Opacity from the bundle Krita 4 Default Resources and HNE Bark or Twigs 2, HNE Foothills and HNE Miles away from iForce73’s Environments 2.0 brush collection.
For all three versions of Krita, the following is true on my side: As long as there are only two curves, these can be set up independently, sometimes at the moment a third (fourth)¹ curve is added it “gets out of balance” but at latest at the moment you manipulate one of these curves, this manipulation changes additionally one of the not manipulated curves unpredictably.
It also doesn’t seem to make a difference whether I uncheck the Share curve across all settings box before adding more curves or after adding them, at least I’m not able to tell the difference if there is one.
@MikeAndrews, this means you have just discovered a bug, and therefore you deserve the honor of reporting it on bugs.kde.org. 
If you want, then you can report it as a bug via the KDE-Bugtracking System at https://bugs.kde.org/.
To report a bug, you must register at https://bugs.kde.org/ to gain access to the “KDE bug tracking system”, i.e. “KDE’s bug tracker”. Keep in mind that the e-mail address you use there must firstly be existing / valid and secondly that it can be viewed by any visitor to the site. But the likelihood of your address falling into the hands of spammers there seems to be very low, because the address I used to register with them, I’m using exclusively for access to the KDE bug tracking system and have not had a single spam mail in my mailbox in the years I have been registered there.
You can read what a bug report should look like under Reporting Bugs in the Krita manual (the input mask looks slightly different today), or the User Guide on KDE.ORG, which I like less. Please use the drop-down menus to select the software, i.e. Krita, the version number, the operating system and try to narrow everything down as much as possible using the drop-down menus available there.
Here you’ll find the mask to report bugs in Krita:
https://bugs.kde.org/enter_bug.cgi?product=krita
It might be a good idea to include the link to this topic in your bug report so that the developers can read your findings here.
And after completing the bug report, i.e. after you have sent it, please publish the link to the bug report here in this topic.
Michelist
¹ so to speak, when this threshold value of three or four curves is reached
