Not bad at all
Please give some circuit details.

I am not sure why Xeon tube does that. Here is a video I took that shows less curling, but it is still there. There may be two beams of current and one is bending around the other in its magnetic field. But that is just a guess. A straight wire has a magnet field that is circular and perpendiculat to its length.

YouTube - 3 xenon tubes with 0.5 uF

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