Why don't planes fly directly to their destination?
There are many reasons why planes don't fly direct to their destination.


Mountains (for smaller piston aircraft)
Traffic capacity and traffic flow considerations for the ATC center
Weather along the route
Preferred airway routings


For an analogy, cars don't drive direct to their destination for the same reasons.  Roads, I would venture to guess, would be preferred routings to your destinaiton.

There would be a traffic jam if everyone wanted to get to the closest airport for the Olympics at the exact same time.  Traffic flow considerations would dictate planes slow down or fly a different routing or wait till there is a time slot for them to land at their destination.