OnCourse Software

Hi. Just wondering.. is there an existing setting somewhere that would stop ATC from vectoring me onto a different heading after my departure from a non-controlled airport?

Once I am under way, I contact the departure frequency given by 'radio' when I first checked in and am given my squawk code. I am then always told to turn to a different heading; not wildly different from my current one, but I am by then usually in LNAV mode and heading directly towards my first waypoint. Why does ATC always want to vector me away from that (off course, in essence), and a minute or so later tell me to resume my own navigation? Only ever happens after leaving a non-controlled airport. Can I remove that 'feature'? Didn't find that option in the pdf. Thanks.