Heat the olive oil in a saucepan over medium heat. Stir in the onions and garlic, and cook until the onion is very soft, about 10 minutes. Stir in the cucumber, vegetable broth, and milk. Season with soy sauce, parsley, red pepper flakes, cayenne pepper, curry powder, and sesame oil. Bring to a simmer over medium-high heat, then reduce the heat to medium-low, cover, and simmer 10 minutes more.
Transfer the hot soup to a blender, and carefully puree until the soup is creamy yet slightly grainy.