[appreciatorBus]

Obviously just speculation but if one was just fired upon, yet still in one piece and at least somewhat in control, a pilot might decide braving a longer diversion over a body of water to get away from the area, might be the safest course of action.

[dralley]

Also if you have control issues and a forced depressurization it might be best to avoid obstructions (like the Caucasus mountains) and significant course adjustments.

But from what I'm seeing the actual answer is that they were denied landing clearance, which is a bit suspicious.