It's well known in mathematical circles that the "salesman problem" is what mathematicians call "hard" -- in their usage, that means a lot of extremely smart people have worked on the problem for many years (more than a century?) and still not found a robust, works-every-time solution.
What's probably happening with Cura and other slicers is that, for their version of this issue (the most efficient way to visit multiple locations) the decision was made that reducing computing time in slicing was more practical than optimizing travel time of the machine. This is a reasonable decision, from a programming standpoint, because you're likely to be sitting in front of a screen, getting more and more impatient (and thinking less and less of the software you're using) every second the slicing takes, but when the actual printing is going on, you can be doing something else (sleeping, working at your day job, etc.)
Therefor, it's likely that what you see in Cura is optimized -- to minimize your time on the way to a solution, rather than to minimize the time for a machine that simply doesn't care if a print takes five hours or nine.