No one save evil tempters sets out to make a cursed item, but conisder this: weapons bring death and destruction. No one likes death and destruction. Imagine the powerful magic weapons and armors used in a devastatingly destructive war. Now imagine the clerics (or druids, if the land suffered) of the realm placing curses on these powerful artifacts so that they would never be used again.
That's how curses come to be. Over time, the horde is broken up, and the items find their ways to dungeons, etc.