I can think of two possible solutions to curved walls within existing game limitations and frankly I am puzzled why nobody did them so far. One is to turn fences into fake walls. Game allows fences to curve on round patios, and we already have for long now mod that places tall, wall high glass fences that look like glass walls and when placed on rounded patio they are round. To have fake round walls one would only need to make similar fence like those thin glass ones, but thicker and not transparent. Yes, wall sticking objects would not stick to them as to real walls and it would be not possible to paint them with wall textures, but 10 or 20 color swatches would cover a lot of needs considering such round walls would be most often used in modern building, therefor probably be used as white or gray walls anyway. If you would need windows or doors there, you would simply need to incorporate 1 or 2 segments long straight wall within your curved walls design.
Second is simple curved walls as simple stand alone objects. It would probably be a collection of few types, quarter-circle 1, 2 or 3 segments size, S curved in same sizes etc. Same as fake fence solution, they would need some swatches and probably, if would be eager enough, versions for mid and tall rooms and also variants with some standard size openings for some windows and doors to be placed with move cheat that all use anyway.
Those both solutions would be far from perfect but they would still be something that people can work with, and considering how people are creative in using what they have to create something different, I am sure people would use them very creatively and achieve stunning results.