According do tool tip, curve resolution slider should increase curve resolution 
but it doesn’t change anything for me. Is it broken?
I would expect it to give more points and density when I draw stroke with cure, but curve stays jagged, with long intervals.
The curve resolution is related to the size of your cursor. The smaller it is , more detail will have the curve.
Yes, but this slider, as it’s description says, should increase curve density when I have big brush size. But it won’t. So it is a bug then…
That is for the insert meshes curves (pipes etc) and it works. If you set 25 instead 1 you will have a smoother curved pipe, for example using the brush InsertCylndrExt. But visually it doesn’t update the curve, only the geometry that is more curved and will bend with fine detail instead with straight sections. I mean, the functionality is there but there is no feedback in the curve, only in the geometry.
The general menus for curves is in another place, the stroke menu.