This has a little more detail about what went on. Sounds like the captain changed his mind mid-passage and tried to get to the west of the storm where he hoped the winds would be somewhat less (not being reinforced by the travel of the storm itself). But the ship was already in trouble by then.

(edit) Thinking about it a bit more, once they got into the storm's NE quadrant (SE and E winds) they would have had an increasingly hard time getting any further east or south out of it's path; at that point heading west or southwest would have been more off the wind and perhaps easier on the ship though at the same time taking them closer to the storm too. These are just speculations on my part; there is a lot more to learn.

Those rescue guys are amazing; not only the helicopters, but the C-130 folks as well.