That direction changing is it being affected by gravity. As a photon passes a star it's trajectory is changed. Not because the star is pulling on the photon but it has distorted space itself. In a black hole that's base is bent so severely that circles back in on itself.

You don't want to think of gravity as a force that is pulling on objects. But bending space. Earth isn't traveling in a circle around the Sun. It's traveling in a straight line. The sun has just bent space so that line circles back around in on itself.