I'm guessing they took the long way 'round in order to limit their exposure to Allied ASW contacts as much as possible... I could be wrong, but IIRC U-256 was in pretty bad shape and if she hadn't been the only way out of Brest short of being captured by the Allies, she wouldn't have been taken out to sea at all. I think I remember reading somewhere that just getting her relatively seaworthy enough to attempt the voyage was quite an accomplishment.
Or I could be confusing actual history with something from Buchheim's novelization of the fall of France to the Allies.