I'm not sure that's true. It seems to me you're confusing healthy, fat content and calorie count. I understand you're not looking for nutritional advice - but then you might want to be precise about what you're looking for: healthy? low calory? low fat? All three are quite different! And I believe more than one nutritionist would tell you that coconut milk is healthier than any dairy based product.
In any case I have made indian curry with greek yogurt, it works great. I used the Fage Total yogurt (not the 2% or 0% fat ones, the regular one). When the curry is done, turn off the heat and mix in the yogurt. I'm not sure there's any benefit in simmering the yogurt. I've never tried, but my instinct tells me it doesn't sound right.
Keep in mind some curries don't have any yogurt, cream, milk or coconut milk in them - so that's another option.
I've also seen curries served with Greek yogurt in a bowl next to the curry. So each guest can add exactly however much yogurt they want in their plate. It makes for an entirely different experience (hot and spicy curry, rice, and cold thick yogurt on your plate) which is quite interesting.
In my experience, the hotter (in terms of chili) the curry, the more yogurt you need.
Hope that helps!