Hi Kavitha_rapolu,
The curvature of the output voltage generated by Bandgap References comes from non-idealities of the circuit (bipolar, resistors, etc…). The most responsible source of this curvature, in your BGR, is the high-order components of the VBE voltage. This voltage is not perfectly linearly proportional to the temperature.
However, in few words, one of the objectives of temperature compensated voltage/current references is to be stable again temperature variations, or ideally insensitive to temperature variation. Therefore, the output curvature is not desired.
But, as explained by leo_02, if your system requires very high accuracy, you can use techniques available in literature to reduce this curvature.
Best regards.