Just hypothetical 3D curved spaces here, not saying this has any physical reality - If the X axis curves into Y (i.e. wraps around the Z axis) and also has a s

Just hypothetical 3D curved spaces here, not saying this has any physical reality - If the X axis curves into Y (i.e. wraps around the Z axis) and also has a slight negative Z component (i.e. to move in a helical fashioin) each of those curvatures would mean a line segment eventually intersected itself. It's the nature of the curvature: the space is not sheared (like a rhombus), it is curved (like latitude and longitude), which is why the line segment eventually intersects itself.