There is no ancient Chinese curse that says “May you live in interesting times.” That doesn’t stop people from saying that there is.
Those who make a living checking into the origins of phrases a) have a job that I imagine is pretty interesting and b) say there is a likelihood that late 19th early 20th century British politician Joseph Chamberlain or his son Austin garbled an actual factual Chinese saying about it being better to be a dog in peace than a man in war and out of one of their mouth came the pseudo-Sino pox.