I thought about it for a bit and I guess the answer is pretty not-exciting physics-wise.

The march skill is a fixed length/width 'box' that approximates a vector field. When you see:

![enter image description here][1]

The reasoning is going diagonal through a box maximizes the distance traveled within the box. 


![enter image description here][2]



How anti-climatic.

  [1]: https://i.sstatic.net/0RpEH.jpg
  [2]: https://i.sstatic.net/qANgt.png