Hi and welcoem to Arturia forums.
I don't have a Arturia controller. But you can read this in the manual:
"USER presets let you configure your KeyLab MkII controls and parameters (Velocity Curves,
Knob Acceleration, MIDI In/Out settings, CV In/Out settings,...). These parameters will also
affect the DAW and Analog Lab modes, letting you use your customisations in these modes."
According to this, then - as i understand it - the velocity curve setting set in User mode should also be applied to the other modes. If that's not the case, then i suggest you contact Arturia support through your account.
I do think it's strange, that you apparantly only can change the Velocity Curve, when you are in User Edit mode, even if the change will affect all modes, unless you actually can access the User Edit mode from Analog Lab and DAW modes and you automaticly return to the mode you were in, when you quit the User Edit mode. I would ask Arturia support about that, if it does'nt behave like this.
I would say, that it's good you have the possiblity to create templates that have different velocity curves stored. But i think a template and a global curve parameter would be good. Then a template could be set to use it's own local setting or use the global setting.
And the Analog Lab and DAW modes could also be set too use the global setting or the current User template setting. Just some current thoughts.