STEPHEN CURRY THOUGHT it was still possible to get away from being Stephen Curry. This was over the summer, a month or so after Curry’s Golden State Warriors had suffered a painful Game 7 loss to LeBron James and Cleveland in the NBA Finals. Curry and his wife, Ayesha, decided to celebrate their fifth wedding anniversary with a trip to the South of France. St. Tropez. The plan seemed perfect. Come on—who was going to care about Steph Curry in St. Tropez?

“We thought it was going to be really, really, really low key,” Curry...