Why does the caulk around my fiberglass shower keep curling off?

It has to be bone dry when caulking or else it will peel. Wipe down thoroughly and then let it sit for a few hours to make sure there is absolutely no moisture. Do not use the shower for another 24 hours.

It sounds like maybe it's too thick a bead of caulk. When caulking, it's best to cut the tip diagonally in the smallest possible opening. After you run the bead, use a wet finger to press it into the joint and wipe away excess. A good caulk line should be about the width of a #2 pencil lead. Also, make sure the surface is dry before you begin.

what kind of caulking are you using?

When you say that you have cleaned old caulking off do you mean you have removed it completely? If so then yes do as joychevi suggested and let it dry a few days and then place weights inside to hold pan down because that mimics a person in a shower and that way you can really get caulk in and with a damp finger smooth it out let dry for a few days about 2 then remove weights and shower. Oh put a towel or something under weights to keep pan or tile on shower floor damage free.

When you apply the caulk do you use a tool or your finger to force it into the seam between the siding and the pan? https://www.youtube.com/watch?v=-RIrnU0GISU

There's hidden moisture. You might want to check and see if you have a leak.