Maybe it doesn't take your current heading into consideration .
I'm not familiar with your setup, but it sounds to me like the CDI was working as if you were paralleling the desired course and generally heading toward waypoint 2 (like say you started out at wp1 heading straight for wp2 but a huge crosswind was blowing you off to the right of your desired course). Your CDI was simply telling you that wrt the desired course, you were off to the right and needed to correct to the left.
That's how it would work if wp1 were a VOR and you were dialed in to the radial pointing to wp2, for instance.