The Z axis is always perpendicular to the center point thus the "parallel" lines will converge toward each other as they get closer to the center point of the object - much like the lines on a globe.
Here is a portion of the G-code for profiling one of the lines as generated by the Wrap PP:
N250 G00 X-1.9990 A0.0000 Z0.0500
N260 G1 X-1.9990 A0.0000 Z-0.2863 F60.0
N270 G1 X-1.9908 A0.0000 Z-0.2712
N280 G1 X-1.9746 A0.0000 Z-0.2573
N290 G1 X-1.9583 A0.0000 Z-0.2468
N300 G1 X-1.9340 A0.0000 Z-0.2342
Note how as X advances Z changes its depth to compensate for the curve it is following. The A angular variable stays constant.