The titular Curse of the Moon is a scheme by Gremory in response to Zangetsu's lone demon-slaying crusade.
- The scheme is basically this: using said curse, she draws Zangetsu to her on a path of his choosing in hopes of two outcomes: finally slaying the demon slayer or corrupting him into a powerful demon, sensing his potential. She tries to set up the latter by capturing 3 others that tried to fight the demons, that also are said to be associated with them. She figures that Zangetsu, in his grudge, would cut them down, drawing some power from the acts but pushing him closer to their side. However, due to the player controlling him, this causes a number of other alterations.
- Recruiting all 3 allies: While seemingly a failure at first, Gremory realizes that said allies could still be used. This ultimately amounts to her doing a last-ditch move, which Zangetsu takes for his allies, corrupting him largely, but not completely. This allows the others to leave and try to reverse things, leading to Nightmare mode, where they're afflicted with said curse, causing them to lose what Hearts/Jars/etc they had, but not separating them. This leads into Zangetsu's split sides having a favored outcome; his remaining good side hopes they can stop him, and his evil side hopes to slay them and finish the corruption. This means that to some extent, he's fighting from the inside during his final fight, with its bad end showing the fully corrupted state.
- Killing all 3: Perfect outcome, as Zangetsu becomes fully corrupted, taking the remaining darkness into himself. Ultimate mode could be explained canonically that as he is being corrupted, Zangetsu invokes the curse to go back in time and manages to do so with the ill-gotten soul arts/a new charge attack, allowing him to redo things correctly.
- Ignoring all 3: This is an unforeseen outcome where said trio proves to be the spanner to this plan, not only fully bringing the curse-induced loops to a close, but also causing Zangetsu's heart to soften, distancing him from the point of corruption. This is why it doesn't unlock anything.
- Any other outcome: Clearly not as planned, but Gremory just uses the time to prepare another loop which would allow for a more favorable result.
Zangetsu will appear in the next Gunvolt game.