France always seemed like the best all-around nation to me and in any strategy game like this I like to go for versatility.
The Pirates are the best, but you can make a solid case for the French in 2nd place. I like their versatility as well, in addition to their underrated named crew selection (for example: 2 sac captains; England and Spain combined have 0) and their aesthetic appeal.
Side note but I have never ever built a 40 point Cursed fleet that seemed good, and I have plenty of Cursed ships/crew
They are easily the worst faction of the Big 6, and best used in more casual games at higher build totals (80+, etc). To make them remotely competitive at 40 points you have to limit yourself to a tiny handful of game pieces: Grinder, Skwaluck (wrong spelling) from RtSS, and sac captain Fantasma from OE.