I would disagree with your assessment of a few things. First let us define what a curse is. From several sources they all agree on pretty much the same thing:
Curses are used with the intention of causing harm, control, or even death to the victim.
With that we can examine some of your points.
The Diary had no malevolent protective spell (and was the only Horcrux Dumbledore knew of before the Ring). It did have Tom's spirit inside but no curse.
The diary was in control of, and ultimately was going to kill, Ginny Weasley. The diary itself was a Horcrux. Horcruxes themselves don't control people, otherwise the locket would have exhibited control over RAB. We can then safely assume the diary was a cursed Horcrux.
The locket didn't carry a defensive curse. It was able to long-term corrupt the wearer ala The One Ring, but that was not what Dumbledore meant when referring to carrying a curse.
The locket itself didn't carry a curse, offensive or defensive. But the Horcrux was initially trapped in a seaside cave that required magic to find. Then a dark spell requiring blood was required to open the door. Following that, there was a pool of a most evil potion that forced the victim into terrible bouts of fear, pain and stubbornness. I would call this a type of control. Then there were the inferi who are bodies cursed to 'life' by a dark wizard. More accurately they are animated, not brought to life.
The cup had no curse. The trio handled it barehanded no issue.
Helga Hufflepuff's cup had the Gemino Curse applied to it. They handled it barehanded and it multiplied endlessly.
The diadem - IIRC was destroyed before anyone actually had a chance to touch it and check.
Correct. We will never know for sure. However, we can safely assume that it was cursed. Helena Ravenclaw said that it was defiled with dark "magics." Using the plural.
Nahini - had no curse aside from being an evil thinking snake (Harry touched her when fighting on Christmas in Bathilda's house).
I think this is more of an issue of time on Volemort's part. But you are correct in saying that Nagini wasn't cursed. There is no proof that she was. But, since we have no true knowledge of all the magics in the world we can use a bit of reason.
- Nagini had a telepathic connection with Voldemort (Possible curse? Its not an innate power of parseltongue)
- Extremely powerful venom for the breed of snake, only one survivor (Arthur Weasley in OotP) and he had immediate assistance (Curse to enhance abilities?)
- Could mimic people (We aren't told how this is done, but a curse was placed over Nagini at some point to wear Bathilda Bagshot's skin)
- Nagini was placed in a protective bubble in book 7. Voldemort usually isn't one to use 'good' magic when dark magic is an option.
We can safely assume that at some point Nagini had a curse placed over her.
Not a Quote Harry was the 6th Horcrux created by use of a curse
This makes 6/7 Horcruxes that we can be reasonably sure had a curse upon them at one time.
At the time of Dumbledore's death, a scant few of the Horcruxes were known to the trio. All of them by this point had been cursed, and quite severely. This makes Dumbledore's mistake all the more blunderous. When Dumbledore said this, it was a memory of Dumbledore. Albus couldn't have gained more knowledge after being dead.
I also have a cowards argument. Horcruxes required the death of someone to create, it can be argued that each object is innately cursed once it becomes a horcrux.