I would only be worrying about wether or not his ability to spontaneously communicate instead of parrot is being hampered.
And for my own sanity, I'd be introducing other shows (Magic School Bus, Zaboomafoo, etc.) to his roster, so that I am not hearing Curious George all day every day. Maybe let him watch one curious george and then switch it up with a magic school bus or a zaboomafoo about monkeys. Again, trying to gentle in the change in routine which I get the sense is giving him a lot of comfort.
Is it normal to be obsessed, sure! Having been through a lot of speech therapy, I'd be wary about the parroting of lines but not enough to freak out, just enough to watch and maybe try to model more back-and-forth conversation.
We had to ween E off the original Scooby Doo. That show drove me batshiat.
I also can't stand that George can do stuff we can't do. But we'll make a whole show about it and make all the horrible stuff he does look like fun.