What version of NSX-MH are you using?
I followed the same steps you did with success.
Note: 192.168.30.11 is my NSX-MH Controller.
Authentication
===========
root@localhost:~# curl -k -c cookies.txt -d 'username=admin&password=admin' https://192.168.30.11/ws.v1/login
Successful Authentication.
You successfully authenticated. Use the cookie in this reply in future requests.
root@localhost:~# cat cookies.txt
# Netscape HTTP Cookie File
# http://curl.haxx.se/rfc/cookie_spec.html
# This file was generated by libcurl! Edit at your own risk.
192.168.30.11 FALSE / TRUE 0 nvp_sessionid b3e3387c0c17bb1fb9c3702cbecca589
Request to get the Transport Zone
=========================
root@localhost:~# curl -k -b cookies.txt -s https://192.168.30.11/ws.v1/transport-zone
{"results": [{"_schema": "/ws.v1/schema/TransportZone", "_href": "/ws.v1/transport-zone/349106cf-d4e0-439c-9b52-d123d837908a"}], "result_count": 1}root@localhost:~#
# I like the display better with "python -m json.tool" 
root@localhost:~# curl -k -b cookies.txt -s https://192.168.30.11/ws.v1/transport-zone | python -m json.tool
{
"result_count": 1,
"results": [
{
"_href": "/ws.v1/transport-zone/349106cf-d4e0-439c-9b52-d123d837908a",
"_schema": "/ws.v1/schema/TransportZone"
}
]
}
Can you give your output?