it’s mathematically provable that the shortest path between any two points on a sphere will be given by a so-called “great circle”. (a great circle is basically something like the equator: one of the biggest (greatest) circles that you can draw on the surface of a sphere.) i think this is pretty unintuitive, especially because this sort of non-euclidean geometry doesn’t really come up very frequently in day to day life. but one way to think about this that on the sphere, “great circles” are the analogues of straight lines, although you’d need a bit more mathematical machinery to make that more precise.

although in practice, some airlines might choose flight paths that aren’t great circles because of various real world factors, like wind patterns and temperature changes, etc.