You are missing two critical points here.
1. The Southern states are situated a long way away from the national capital. Any deviations enroute don't contribute much additional distances overall to the whole journey. On the other hand West Bengal is situated at substantially shorter distance, where any subsequent deviations from the shortest route add up significantly.
2. Geography of WB state. WB is big from South to North but comparatively narrow. As such the shortest route from North Bengal to New Delhi would increase substantially as can be seen if you just...
more... use the shortest path link on IRI. Not withstanding other operational hassles such as multiple zonal changes.