I'm glad there are others out there who do "collect" various animal parts and utilize them spiritually/magically. I spent most of my adult life working as a zookeeper and so I wasn't totally alone with the collecting. However most of my bosses and coworkers harvested animal parts for strictly educational purposes. I've only known 2 others in the field that primarily collected items because it held personal meaning for them (ie it came from animals they worked closely with so it held sentimental value). Most people think it's weird and creepy lol. Depending on what I have (feather/fur vs bone vs skin etc) and what I feel the parts want to be used for will determine its usage for me. For the most part they've been made into something I consider sacred: spirit housing, ritual tools, some items to be used as magical ingredients etc. Items I take as ingredients usually seem empty and can be then programmed for specific purposes much like dried herbs/flowers in a spell. As far as curses associated with roadkill parts, I think if you ignore or go against its spirits' wishes then things have potential to get ugly. Whether you take it home when it wanted to be buried, or just ignored it when it was asking for your help to move on, its not going to be a happy spirit. Depending on circumstances you may not experience any negative outcome or you may experience an angry spirit. All my opinion of course!
I have very animistic leanings and with that I subscribe to the idea that everything (including mountains, rocks, rivers, water, trees etc) have spirits/souls. Some have more "parts" to it than others I think though I obviously could be wrong about that too. I believe that there are many times when bones, herbs, whatever is dead/empty and up to the discretion of the collector whether or not to use said item. So the idea of using roadkill (any manner of death really) or not extends to things outside of the animal kingdom for me personally. I have and will harvest parts from dead animals but generally I hesitate and mull it over more first if my discovery of the carcass was completely accidental. What I mean by that is there have been times when I was passing through an area and suddenly felt like something was hidden and watching me. I could almost pinpoint where the animal (or its remains) were, at least general direction (to my left on the ground, or up in the trees and to my right, etc). If I took the time to investigate I'd find either a living animal or its bones. There were a few occasions that pretty much convinced me that it wasn't just wishful thinking or my imagination. It felt like they were practically flagging me down! The other times it's happened to me I couldn't rule out that it wasn't a case of my peripheral vision working overtime or just pure coincidence. If I feel it was just chance I'll spend some time to see if there's "life" hanging around it and if so, does it want to be left alone, be buried, or if its ok with me taking a part of it home with me. If it seems to be empty, I'll decide whether or not I should take it with me then. This has been the case with stones too though not as often. There was one time I recall seeing an interesting rock that appeared to have been chipped off of a larger boulder. There was obvious man made damage to the area (looked like someone was doing a little minor mining or maybe excavating). I wanted to take that chunk home with me but got the distinct feeling it wasn't very happy and wanted to be placed back with the main boulder. So I put it where it wanted and the feeling in the air seemed to lighten a good bit.
I'm working on my relationship with the plant world. It's where I seem to have the least connection to, even less than with things like rocks/crystals. That surprised me but I suspect it's due to being conditioned to thinking of plants as consumable "empty" objects. Its a lot easier and more likely (and well...normal) to have a cupboard full of dried, chopped up and seemingly "dead or empty" herbs and flowers than a large variety of animal parts to use in a recipe- magical or not. I find that if I make sure I'm giving plants that same attention and consideration I give to animals I sense their spirits better too.
Last note and I'll shut up lol: When I take animal parts, I often will give something in return. Its like a gift exchange. I started doing this too, to other things I harvest such as stones, plants, anything that I sense that has an attached spirit. If what I take still has "life" to it or has been made into something and "awakened" I make sure to care for them as if they were physically alive. The specifics of what I feed them or how I care for them may differ depending on what seems to be the best for everyone involved. It may all be a bunch of hokey crazy nonsense but either way it sure has changed how I interact with the world around me!