You are right squash don't like to have their roots disturbed. But yes places sell them as transplants anyway. They actually don't do too bad if you get them at the seedling stage where only the cotyledons are present and maybe one true leaf. Once you start seeing the foliage yellow and flower buds forming you are wasting your money on those plants and would better off direct seeding. And your observation is why you typically don't transplant. It won't necessarily kill the plant, but delay growth by weeks. If you have a long growing season maybe that is okay since you can guarantee germination and don't waste space on seeds that don't germinate. But in general I think direct seeded plants are healthier in the long run.

I would only recommend transplanting pumpkins if they are very small (only cotyledons and maybe one leaf). If you are in a pinch or don't have the heart to kill a volunteer you can transplant them, but I would try to avoid it when possible. I am really concerned about planting in August that is far too late. Honestly I would fully expect you to get zero pumpkins doing that. As the days shorten your pumpkins will grow much slower, that I can guarantee. You can't go by those planting dates unfortunately. They are guidelines and highly variable. What state are you in? You should check with your local cooperative extension service to find out the best time to plant pumpkins in your area. I've grown them before they are no different than any other small pumpkin.

I'm in VA I found a commercial growing guide put out for VA said plant in Jun for shipping, Up to Jul 15 for Halloween market.

Can I keep them on the vine so I don't have to do the 85f cure?

I guess the oven light at 80f might be ok for a few.

June I could see but August I am still concerned about. Here is an excellent guide published by your local cooperative extension service for planting vegetables in VA. It really takes into account the different regions of VA:

VA Vegetable Planting Guide

The curing process really doesn't need to be an exact science. Normally I just leave my pumpkins in the sun for a few days after I harvest them. There is certainly no need to get an oven involved. The pumpkins will tolerate light frosts, but it will affect their storage. Also if you leave the pumpkins on the vines after the vines die they won't store long at all. So once you see vines dying you need to remove your pumpkins. And I don't mean when your leaves get powdery mildew and start dying off I mean when the actually vines start rotting away. They will turn brown and papery and just fall apart. If you let this spread to the stem you will have a weak stem and the pumpkins won't last long at all regardless of curing. Just pick your pumpkins when they turn orange and let them sit in the sun for a few days.

I'm not concerned about storage. I just want a few home made pumpking pies out of them for turkey day. I guess I'll plant them end of June/First of July. I just don't want to crowd out the water melon and cukes, or have to rip them out too early. They seem to be very slow growing this season.