Thanks Daniel! This explains a lot in my tests.

After reading the docs more I see:

SYNOPSIS
       #include <curl/curl.h>

       CURL *curl_easy_init( );

DESCRIPTION
       This function must be the first function to call, and it returns a CURL
       easy handle that you must use as input to other functions in  the  easy
       interface.    This   call   MUST   have   a   corresponding   call   to
       curl_easy_cleanup(3) when the operation is complete.

       If you did not already call curl_global_init(3), curl_easy_init(3) does
       it  automatically.   This  may be lethal in multi-threaded cases, since
       curl_global_init(3) is not thread-safe, and it may result  in  resource
       problems because there is no corresponding cleanup.

       You are strongly advised to not allow this automatic behavior, by call‐
       ing curl_global_init(3) yourself  properly.   See  the  description  in
       libcurl(3) of global environment requirements for details of how to use
       this function.
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