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It’s also interesting for another reason. As you have pointed out, the moment of inertia for spinning around the axis of the flywheel is the largest, thus is the one we want. Note also that the other two principle axis nearly, but not quite, add up to the moment of the principle axis perpendicular to the plane of the flywheel. The theory as outlined in the maths texts I am familiar with say this should be exact.
Curved spokes are very little different. Imagine a rod sliced into a stack of biscuits. Which are then pushed into the curved shape. The developed length and hence the mass of the spoke is a little larger than the straight one, but the centre line is the same distance from the centre of the flywheel and the moment of inertia about its centre line is the same as for the straight rod. The net effect is the same as a straight spoke of larger cross section, so mass of the developed length but distributed over the same length as the radial spoke.