Jefferson remembered everything because Regina wanted him to suffer for betraying her.
At this point, we don't know who cast this Curse, but we do know that Alice has a Cursed persona - Tilly - whereas Jefferson didn't, so it's highly unlikely that her original memories are intact.
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"Oh, brilliant" - Thirteenth Doctor
"Half an hour ago I was a white-haired scotsman." - Thirteenth Doctor
"I know exactly who I am. I’m The Doctor." - Thirteenth Doctor
"Two hearts. One happy. One sad." - Thirteenth Doctor
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