You do not "have" to fly to the northwest to get to Japan--it's just the shortest path. It's called a great circle route and your commercial flight will surely fly a course pretty close to it, so as not to waste time and fuel. (Real flight paths deviate for all kinds of political, safety, etc. reasons from these ideal great circle routes, of course).
In neither case would you need to "turn". Both ideal paths will be straight with respect to the track on the surface of the earth. They both will seem curved or straight on a flat map, depending on the type and center of the projection.
The question, though, is correct--it never mentions "not turning", for example. But I see that you're right, that following a "directly west" course from San Francisco requires a "turning" course so that you are always on the same line of latitude as you started.
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