You mean on the physical books? No, they won't and shouldn't. Too hard to track. Too easy to crack. Too easy for people to steal them. How would a store handle a return? Sorry, you can't return the book even though it's damaged because you opened the code...
Double the price of the printed books and then it might make business sense to implement something that is so fraught with problems and additional cost.
DnD beyond is owned by a completely different company, it would make no sense that the books sold by WotC would provide a key for curse unless WotC was willing to pay Curse for some codes to add to the books. Seems very unlikely.