KiCAD: Connections are not the same in schematic and pcbNew
The airwires only show the shortest possible connections for each net. If you look at U1, there is an airwire between pins 1 and 5 -- that is the shortest connection from OutA to +InB.
You can insert a dummy component (like a resistor) on the schematic in the path somewhere to split the nets, then place the dummy component next to C1 on the PCB, route the traces, then remove the dummy component again, or you can just draw the traces in the shape you want.
The airwires will tell you only if a connection is missing, not if the geography is not as desired. That would require proper net tie support, which will happen in a later version, probably V7.
Be sure to check that the number of unrouted connections is zero before sending off a PCB to production. Airwires can be really short and difficult to see, but the count (in the status bar) tells you if there are any.