The simple answer is that maps distort to some extent how the earth and the continents actually look and how they are arranged. If you look on a world globe instead of a map you’ll see that the closest route (shortest distance) between, say, New York and Paris, is over the North Atlantic. An east-west Great Circle route will look distorted and curved on a standard map. It’s called a “Great Circle” route because if you continued on its path you’d would completely circle the globe and end up back where you started.
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