Maybe one of the parents is a "loose rex" and you don't know it?
Rex is a gene that's either there or not there, it's not recessive so it has to be there, no different than a dominate trait in ball pythons.
Loose rex's come from double rex X double rex pairings if I recall correctly.
Loose rex's can obviously throw rex kits but they look like standard coat rats as adults, very little to no curly hair and only slightly curly whiskers.