1) From a logical standpoint, why can't A go there :
2) Why A systematically follows this path when clicking on square 1 :
The engine routefinding algorithm only finds one path, and that is used by the scripts to determine whether the unit can go to a particularly square. The effects of ZOCs are dealt with by script. The engine knows nothing about ZOCs, so it can't look for an alternative route avoiding them. If we wanted to look for alternative routes (which we don't) we would have to do the routefinding by script, which would significantly impact game performance.
The same routefinding algorithm is used in Pike and Shot, but because P&S does not have secondary ZOCs, the unit can pass through the square that would be secondarily ZOCd in FOG2.
Sometimes you can move a unit in stages, and reach a square that is not reachable in one go in the original highlighting. However, if you do, the cost of any turns is applied for each stage, rather than possibly being ironed out for the overall move (if it was permitted). So it would not be possible in this case because of the two separate turns involved.
The engine picks the most "natural" route. If you want your troops to follow a different route, such a manoeuvre would be more difficult in real life, and the way the game currently works reflects that.