The propagation of the electromagnetic wave from a dipole-antenna is well described. The changing electric field creates a changing magnetic field, which creates a magnetic field and so on... the electromagnetic wave travels is all directions from the antenna (although with not the same intensity). We imagine the light the same electromagnetic wave, going in every direction from the source.
How could one single photon have only one direction? I mean at every point of its propagation the changing electric field creates a magnetic field in every direction (not just in the direction of the propagation). This would create an (elementary) wave source and it will propagate in every direction.