Would clarifying words have helped? "If you only sailed with forward force..." or "Following along the surface of the earth..." or... what?
Obviously they mean that you don't need to make any turns and that straight means an arc around the earth and not through the Earth, unless someone has a very different idea what sailing means...
There was a conversation I read a while ago that showed how a sailboat could travel a straight line over water from Halifax, Nova Scotia in Canada, travel southeast and end up on the west coast of British Columbia.
Basically sailing from the east coast of Canada to the west coast of Canada in a straight line.
Why'd they go that way? They could have gone the other way and the line would have still been technically straight, but the route looks like it would have been shorter.