Why is this the answer?

The answer is fart because this is a silly and very clever riddle about gas leaving your body. When the riddle says, "When set loose I fly away," it is talking about the gas that escapes and goes quickly into the air. This gas is very light, so it easily "flies" or drifts away from you. The second line of the riddle says, "Never so cursed as when I go astray." The word "cursed" here means feeling very unhappy, embarrassed, or annoyed. To "go astray" means to go in the wrong direction, or for something to go wrong. If a fart "goes astray," it means the sound is too loud, or the smell is noticed at the wrong time, like when you are sitting right next to your best friend or when the room is quiet. That is when you might feel the most embarrassed or "cursed." The riddle uses these tricky words to describe a very natural event that can sometimes be a little bit funny or embarrassing if it is not a quiet or easy escape.