The Warriors lost a play-in game against the Memphis Grizzlies in 2020-21 but beat them en route to a fourth championship in eight years this season.
Curry, who was named Finals MVP for the first time in his decorated career, explained why he was so emotional after the latest success as he addressed fans who gathered to celebrate in the streets.
"Whether you say it out loud or you internalise it, you carry the journey with you," said Curry.
"To know what we've all been through, what my brother [Thompson] went through over almost three years, what we went through as a team to try to re-tool, regroup, rejuvenate what we had, and just taking snapshots of the last three years, all that came out when the final horn sounded.