@Ant P is correct: you want those characters to be encoded. It is a bad idea not to encode them.
HttpUtility.UrlEncode and other similar methods encode {, } and : because they MUST do so per section 2.2 of the Uniform Resource Locators specification (RFC 1738).
From page 2:
Octets [within a URL] must be encoded if they have no corresponding graphic
character within the US-ASCII coded character set, if the use of the
corresponding character is unsafe, or if the corresponding character
is reserved for some other interpretation within the particular URL
scheme.
The spec goes on to define : as being in the set of "reserved" characters (those that have special meaning within a URL), and defines { and } as being in the set of "unsafe" characters (those that are known to be sometimes modified by gateways and other transport agents).
So, in short, if you send these characters unencoded in a URL, then you risk the URL not being interpretted correctly, or the data being corrupted by the time it reaches its destination. It may work sometimes, but you can't rely on it always working.
If you really feel you must ignore the URL spec, then you will have to roll your own URL encoder that does not encode those particular characters. I doubt you're going to find an off-the-shelf encoder that allows you to do this.
