Curly quotes are really 'Smart Quotes'. Microsoft Office Word introduced smart quotes a few years back (no idea when!) and there is an option under proofing to enable or disable smart quotes.
What happens is that when the straight quote character is inserted, it is automatically changed to one of two smart quote characters, based on the results of an algorithm.
I can only imagine that smart quotes must have two new positions in the Unicode character set, and so must be considered very different.
Because this is a Word and similar thing, Visual Studio will not auto-change them to smart quotes. However, there is always the possibility of copying in a smart quote.
I see no reason why Visual Studio, if you are using that, or the VB compiler if you aren't, should get stressed by it. So I am going to say that it is fine.
I would also imagine that they would not be considered escape characters, and I imagine that you could Console.WriteLine() a smart quote without a preceeding backslash.
I am just guessing with all of this. Feel free to correct me!
P.S. Actually, it is also possible that some programs, when copying data, will convert smart quotes to normal quotes. Again, more speculation!