Because a projection is performed along a vector (i.e. 1 direction) whereas ‘bending’ a curve on a surface (as the OP put it) can only be done via parametrisation between surfaces.
If it helps imagine you have cylinder and a line, if you wanted to ‘wrap’ that line around the cylinder like a piece of string, then clearly a projection is not going to work. Change that line to any other shape and it will become even more apparent. Instead you have to map it between parameter spaces as a showed above (its a comp design 101)…only Dynamo doesn’t have any method to map a curve between surface parameter space. GH does.