Just on that, wouldn't the magnetic field strength have no effect on the direction?
field strength is represented by field line density (closer lines equals stronger field) so if they stayed parallel, you'd be saying that the strength of field is the same no matter how far away from the loop you go
this isn't the case, and the only way for the strength to dissipate in a field-line drawing is if the lines spread out. the direction IS consistent with these lines and does spread out
something else that might help you is this; i assume you used a right hand rule to determine that an anticlockwise current (as viewed from the side the arrows point in this case) causes the field to point the way it does. this actually comes from the 'grip rule' for a single current-carrying wire, and happens to also work for a loop.
if you imagine gripping the wire anywhere around the loop, with your right thumb pointing in the direction of the conventional current (anticlockwise) you'll see that inside the loop, the current around the wire points in that direction, (this is the same everywhere in the loop).
the circular field around a wire wrapped in a loop gives the net result of having a field which is stronger inside the loop because all points around the loop contribute to that direction. but their contributions are only parallel in the plane of the loop, and everywhere else (including outside) they are weaker and not parallel.
As per this image, just showing the lines in one plane;
it's not very important to draw the lines that do loop back around and it's pretty hard to draw clearly on an exam, but they are there