In reptiles and birds and mammals, it doesn’t. Our circulatory is a closed loop: blood only enters when it’s first made, and unless we’re injured, it doesn’t leave at all.
What enters and leaves the system are the gases we exchange: oxygen when we inhale, and carbon dioxide when we exhale (and a few other substances, but the principle is the same). This happens at very small blood vessels called capillaries, which run around and through our organs. They also mark the transition where blood vessels stop being arteries and start being veins. The capillary walls are so thin and delicate that the substances carried around the body by blood can pass out of the blood cells and through the capillary walls, where they can then be used by our organs. Waste products can also be passed back through the capillaries, so that the blood can deliver it to the excretory system.
Not all animals work this way. Insects and arthropods, for example, do use *open circulation* like you describe: blood is pumped out of blood vessels by the heart and bathes the organs directly, then is collected and pumped back to the heart. It’s just not the way we do it.
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