It could be what rat hobbyist refer to as "wheelie tail". It's from constantly running on a rodent wheel . They curve/curl their tail to keep it out of the way.

As far as I know, there's no health risk or problems that could occur from wheelie tail.

Theres only one health risk I can think of that can be caused by a rodent wheel. If the wheel is too small, they'll arch their backs and it can cause back pains and an unnatural arch in their back to occur.

Hope that helps