Another important micrometeorological thing that happens with curling is that the plants intercept lesser sunlight and thus reduces radiation load. Intercepted radiation means more heating of the leaves, increasing its demand for evapotranspiration. Less interception will lessen demand.
Also, when leaves are rolled, it loses more heat via enhanced convective and sensible heat transfer compared to when the leaves are flat. Heat loss is necessary to keep the plant leaves cooler from the unused radiation load. Plant leaves are normally cooled off by evapotranspiration from their leaves, but inadequate amount of water during stress, or if the evapotranspiration demand is too high and the plant system cannot cope up, the rolling of the leaves help the plant cool off. More eddies and local micro turbulences form and enhance mixing and heat transfer between leaves and air if the leaves are rolled up.
The bigger factor though is the lesser radiation load.