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According to this article from Discover magazine, the flight paths of most rockets launching out of Baikonur pass over the Altai region of Russia (this has the side effect of large quantities of spent hardware falling in the Altai, which is the primary focus of the article in question). However, this requires that rockets from Baikonur launch with a considerable northward component to their trajectory (Baikonur is at latitude +45.965 degrees, whereas the southernmost point of the Altai is at latitude +49.07 degrees). This makes sense for, say, launches to the ISS (inclination +51.64 degrees); however, a large proportion of Baikonur's launches are instead headed to geostationary transfer orbit (inclination +0 degrees), for which launching due eastward is the most efficient trajectory, and heading northeastward instead of eastward is counterproductive, as it adds more inclination that will have to be nulled out later.
So why do rockets from Baikonur bound for GTO launch to the northeast, rather than due east?