The eye can lie
All is not how it seems. Using your sketch. Fold a right angle along the ground track. Get your eye down level with the paper and look at the sky track. It is curved, right? But you know that it is straight because it is above the ground track.
Stand on the sea front anywhere between the Isle of Wight and Swanage and look out to sea at the contrails of aircraft departing the UK to the South West. Many of the trails appear to show a right and then left turn. There is no change of direction, but a change of height as the aircraft leaves level flight and climbs to and reaches the next assigned altitude.