cURL requires that it be initialized before threads are created for thread safety
This does not mean that the universe will explode if you create any thread (well, you already created it by starting the process) before initializing it. This means that you cannot have multiple threads invoking cURL routines before initialization (since they must create synchronization primitives, etc.).
Since the SDL does not call cURL at any point, the initialization order does not matter in this case.
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