A B737 WAS CLRED DIRECT TO DEST ARPT BUT SELECTED DIRECT TO AN EXPECTED ILS WAYPOINT. ATC COMMENTED ON THE ACFT NOT COMPLYING WITH THE ISSUED CLRNC.

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WE WERE GIVEN A CLRNC DIRECT TO ZZZ ABOUT 130 NM FROM THE ARPT. WE EVALUATED THE COURSE TO THE ARPT VERSUS THE COURSE TO THE ABC INTXN AND THE DIFFERENCE WAS 3-4 DEGS. WE DISCUSSED THE CHOICE AND DECIDED TO GO TO ABC SO WE WOULD HAVE DSCNT INFO AND BE SET UP FOR THE APCH. JUST BEFORE BEING HANDED OFF TO THE TRACON; CTR ASKED US IF WE WERE GOING DIRECT TO ZZZ. I CONFESSED WE WERE GOING DIRECT TO ABC. THE CTLR SAID; 'IF YOU WERE CLRED DIRECT ZZZ THAT IS WHAT WE EXPECT YOU TO DO.' WE THEN CHANGED THE FMC ACTIVE WAYPOINT TO ZZZ. AFTER THAT CONVERSATION; THE CTLR HANDED US OFF TO THE TRACON. TRACON ACKNOWLEDGED OUR CHK-IN AND CLRED US DIRECT THE NEXT FIX INSIDE ABC. DURING DEBRIEF WITH THE FO WE DISCUSSED THE COMMON PRACTICE AT OUR AIRLINE TO DO WHAT WE HAD DONE. BOTH OF US REALIZED GOING TO THE OM WAS NOT TECHNICALLY CORRECT BUT WE THOUGHT IT WAS 'GOOD ENOUGH.' IN THE FUTURE I WILL NAV EXACTLY AS CLRED AND ASK FOR WHAT I WANT. THIS IS A COMMON PRACTICE ON THE LINE. PERHAPS A NOTE TO THE TROOPS TO RETURN US TO COMPLIANCE WOULD SAVE THE NEXT GUY FROM WRITING THIS TYPE OF RPT.