What can I do to fix it. Curved labels are looking really nice (for compared to parallel one.
Another possibility is that the "Maximum angle between curved characters" (Layer properties->Labels->Placement) might have to be adjusted. If the line segment is too tightly curved, the label will not be displayed if it requires a higher angle than the one specified.
This seems to be the case, since the missing label corresponds to the line with the highest curvature.