I work with PEX all the time and it has a memory. If you got it in roll form, it will want to retain that curve. All heat will do is make it a little easier to bend or flex. PEX was designed to work with both hot and cold water so unlike PVC, it is fairly resistant to heat. If you want it straight you need to back flex it hard against the curve at room temperature and let it go to see if you bent it far enough. Once you get it straight, it should stay that way but it's not always that easy to get it that way.