This is pretty much standard for all GPS navigators.
When you use the "direct to" feature on almost any GPS nav unit, it shows the desired course line from the point where you initiated "direct to".
The reason for this is to enable Course Deviation features to let the pilot know when the aircraft is wandering from the course. If the course line latched to the aicraft, then there would be no way to indicate to the pilot that the aircraft has drifted off the commanded line.
ShuRugal's post in TSD Direct Route Line? was marked as the answer