Curlies usually adjust to the weather, but sometimes it will take a few years before they fully began shedding into a near straight-coated curl. One of my Curly mares, Tenakee, had very thick curly hair when we got her, (four months ago when it was colder.) Now she is fairly smooth and only has little waves here and there. I live in Wisconsin, so mine haven't shed their tails or manes but down in Texas I've seen some who do. I met a breeder down in Texas and we got to see some of her Curlies. She told us that the horses she has gotten from Canada and Minnesota have had long hair and were very Curly when they arrived; but once they adjusted to the climate they shed their manes and tails and lost some of their curl.
For comparison here are some pictures of my mare Tenakee; first is the day we got her, second was a few days ago. Her mane and tail haven't really changed much but you can see the difference between summer/winter. I have another Curly mare who stays curly all year round and doesn't change as drastically as Tenakee. Third picture is Scarlet in November of last year, (2011.) Then the fourth is from a few days ago.
When you got him was he in a state further north? That could explain him being curlier. But really it is nothing to worry about and is completely normal. Them Curlies will always keep you on your toes.
Handsome guy you've got there; I think it is a breed trait to root around in the mud. I have three other horses and none ever manage to get as dirty as the Curlies.