In a medium saucepan, heat the oil over medium low heat.
Once heated, add the chopped onion and cook, stirring often, until softened and starting to turn golden around the edges.
Stir in the garlic and cook just until fragrant, 30 seconds to 1 minute.
Stir in the tomato paste and cook just until heated through.
Add the diced tomatoes and stir well to combine.
Once heated, stir in the baking soda and continue to stir while the mixture foams.
Once the bubbling decreases, add the water, curry powder, brown sugar, vinegar, Worcestershire sauce, paprika, salt, and black pepper, then stir to evenly combine.
Add the cinnamon stick and simmer, stirring occasionally, for about 10 minutes to allow the flavors to blend.
Remove from heat, discard the cinnamon stick, and use an immersion blender to puree the sauce until smooth or carefully transfer to a stand mixer and blend until smooth.
If too thick to blend or if you want a thinner sauce, add a splash or so more of water and blend again.