If your projected course is not perfectly rectilinear, but evolves in a strange way when you change your heading, it is because you have enabled the Auto TWA option.
Auto TWA is an autopilot system that allows your boat to maintain a constant angle to the wind.
When Auto TWA is enabled, the boat's heading is therefore constantly subject to changes in wind direction.
The projection of your trajectory is estimated according to the weather predictions at the time when you change your trajectory. It gives you an idea of the trajectory your boat will follow if you keep this feature enabled and if the weather forecast remains accurate.