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It's really only a modern quirk that aircraft fly directly to their destinations. In prior ages you had to fly around mountains (as your aircraft flew more poorly at higher altitudes) and dangers such as national boundaries and weather.
You also have the other modern strangeness of being able to have absolute reckoning navigation via radio beacons, stargazing, or now GPS.
Traditionally you'd fly from one landmark or beacon to another, which would not be a straight line - things over the horizon would be invisible and their bearings would often be uncertain. You needed to fly over, under, around weather as required by your navigation beacons or landmarks. And you had to not fly into zones that had oncoming traffic - which is why we have 'flight levels' in modern flight - so some areas, altitudes, or passes would be off limits if you were flying the wrong direction or speed.
Also, birds aren't automatons, they like to see the sights, too.
-Crissa
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