Not all garden pruning shears are curved, but there is a very simple reason why most are shaped like this. The ones that are curved are called bypass pruners. The reason why bypass pruners are curved is to protect the stem of the plant. This is particularly important because the straight ones can crush stems and that is not a healthy procedure.
Plants are less prone to disease if they have clean and sharp cuts because this way they will heal faster. So curved blades keep the harm made to the plant to the minimum. However, it is very important what you use them on. Straight pruners are recommended to be used on very soft stems and they will not cause damage as they are very thin.
Before you decide to buy a pruning shear, you should decide on what you are planning to use it for and only then decide if you need a curved or a straight one.