I noticed that atm it is really hard to have fine control over the adjustment curves in Krita, like the ones used to calibrate brush settings or adjust colors in the image. Moving one point usually means that the whole curve changes and in pretty dramatic ways, which makes it very hard to behave if I want to apply some more complex filter.

The gimp adjustment curves for example are a lot easier to manipulate, probably because they are a lot less sensible, and local changes only affect slightly the global curve, and in extreme cases it allows for a curve to be drawn by hand.

Am I missing some setting here, or is it just hardcoded this way? Thanks for any help.

If you get one point close to another and the values are different, the rest of the curve can go 'unstable' depending how the curve fitting process can cope with that. A good way to try to make a more complex curve is to add more control points then the fitting process has more 'guidance' from you to work with. Even so, if you get two points close together with quite different values then it does make the curve start to wobble about.

It's a limitation and you need to be aware of it and adding more control points is a good start to getting better curves.

I'm not sure if a different (maybe optional) method would work where you could ask for straight lines to be drawn between the control points instead of a fitted curve. There may be a danger that sudden changes in the shape/slope could cause instability in another area. A developer's advice and comment would be needed for that possibility.