My Cursed Thrall knowledge is a little rough, but they seem to be Thrall selected to be endowed with some energy from a specific Hive ritual. This seems like a method almost identical to the creation of Ogres, except Cursed Thrall are left more or less in their original state and undergo a different process that allows them to explode To put it short: Thrall selected to become living bombs I am actually going to split this post up into two separate parts (Sects and then Morphs) and when I do so I will include Cursed Thrall in the Thrall section. Stay tuned