My intution - which isn't based on much, admittedly - is that it's a bit like an electric current. Say that electric charges want to go from point A to point B because of some arcane principle called 'electric potential' or whatever. I connect a cable in a straight line from point A to B and electricty flows from A to B just as we think it should. But then I replace the cable with a much longer cable, that twists around in a big loop. Electricty still flows from the point of the cable that's connected to point A to the point that's connected to point B, but it's no longer taking the shortest path; at some points in its path it's moving away from point B! The crux of the matter is that electricty can move easily through the cable, but it has a real hard time moving through air. The shortest path in space from A to B is a straight line, but in fact moving along the cable is much faster even if it's a very long path, just like a road connecting two towns will often take a path that isn't a straight line but will still be preferable to a straight line because it's easier to travel on the road.
The reason this came to mind is that Dhar being attracted to the Vortex isn't enough to explain what's going on. The Dhar and winds are moving along the leylines, instead of just being sucked away to the Vortex in a straight line as if it were a big vacuum, which makes sense if leylines are a medium through which the winds and Dhar can move more easily, like a conductor with electric currents. So maybe the closed loop in the Kislev circuit isn't quite closed - the start and end point could both be in Erengrad for example, but one is somewhat closer to the Vortex than the other one, and the winds take the long way around because the Ice Witches twisted the leylines that way. Or maybe something completely different is going on, I don't know.