This may seem trite but... only if you choose to turn in the direction of the arrow! There's nothing in the behaviour of the beambar in those circumstances to direct you to fly left or right -- it just moves down the instrument towards you.
Trouble is you're only considering half the information here. As has already been pointed out, you're not considering the information that the TO/FROM pointer is providing. And of course, there's nothing to tell you which way to turn at any time - you can go anywhere you please. But the question concerns how to use part of the information telling you that. If you don't want to use it, why bother?
To return to the question - consider you're on a bearing 190 from the station, tracking north.
Select 045 on the HSI. The needle will show fly left, with a TO indication. When you approach the 225 radial it will gradually come in until you're on the radial.
Go back to somewhere out 190 from the station. Now select 225 instead. You will now get a fly right on the needle and FROM pointer showing.
Now tell me it doesn't make any difference.
keithl, when the brown solids encounter the air conditioning device, situational awareness goes out the window. Give yourself a chance, and use all the tools you can to improve and maintain situational awareness. Because sooner or later, you'll wish you had. But by then it will be too late. And that includes setting up your avionics correctly.