A rapid move on the machine tool is made as fast as it can to the new point so the simple dotted blue line for a transfer move in the NX operation is not always a straight line in reality. Sometimes X or Y might hit its final coordinate position first and then the other axis continues moving in a straight line to the end point of the rapid. This is not shown in NX.
This is a long-standing question. This situation is a machine function where the shortest axis of travel gets to its end coordinate first, then the other axis catches up in a straight move. This move is not reflected in the tool path on screen. The software can't predict how the machine tool will rapid move in this case. All NX can show is the point to point direct motion that has to be called out, and then the controller handles how to actually make that move for real.
Some controllers have a setting to prevent this. One would have to look at the control technical manual to know for sure if this exists and how to activate it. These might be called "dogleg" rapid moves when looking it up.
There are a couple things that can be done in the program to help avoid or manage this unpredictable motion type if it cannot be turned off in the control: