Another vote for Yes - the Town Cryer states that any model who wishes to fire
a blackpowder weapon has to roll a 4+ first. Since pistols are fired
in close combat, too, there would be no doubt on my part that the user has to test, regardless of the turn phase.
'Other shooting weapons, such as bows and crossbows,' on the other hand, get the mention that they have to roll in order to shoot
(and only if aimed at actual knights), but since these cannot be used in any other phase than the Shooting Phase, the case is clear there, too.
So we have even a (maybe deliberate, in any case consequent) differentiation between weapons that can be used in the Close Combat Phase (which have to roll a 4+ to 'fire' at all, regardless of the circumstances) and weapons that can only be used in the Shooting Phase (4+ to 'shoot' at certain targets) - I would take this as another indicator that the use in close combat is indeed intended to be included in the curse (even if my blackpowder-happy Marienburgers would not like that. At all.
/Edit: Before this is led ad absurdum, because we all concentrate too much on the different turn phases: Yes, a charging knight would also be shot
at by a crossbow pistol, even if not in the Shooting Phase per se, so the shooter would have to test, in my opinion. Since the Town Cryer does not mention turn phases, but methods of using the weapon.