First of all how big of a tank do you have your fish in?
Sometimes smaller environments can cause their fins to curl because of the lack of space for them to extend them. When I bought my veil tail from the petstore his fins where horribly curled and I had only a 1 gallon bowl at the time when I purchased him, because he was a split second decision to save him. I was planning on getting him a bigger tank in a few weeks. I bought him a 3 gallon tank and now a few months later his fins are perfect! All extended and healthy looking. It took like 2 months for them to fully extend, but his were severe when I bought him.
You are also right that it could be water conditions, they should always have good water anyways because as you know they can get many other disorders from having improper water. So your water changes are a good idea. Depending on the size of your tank you should do 100% water changes each week if it is only a bowl or small tank ,as the water can get really congested with ammonia and other dissolved wastes fast. I
It can also be a genetic thing in which there probably will not be any way to fix the problem if changing the environment does not work. Pet store fish are most likely to have this problem as I am sure breeders would probably not breed fish with this trait.
Keep up the good work