You have to inspect your flight plan once you’re in cockpit. Because the Departure is added AFTER you loaded the LNM plan - meaning it’s amended to what you saw in LNM, chances are there’s an initial Waypoint, like an airport VOR that is the first waypoint in the LNM plan. Adding the Procedure before that makes your plane fly away and follow the Departure, but then the first WP is circling you right back because the airport and airport VOR are often co-located. There’s no automatic amendment that cleans up the flight plan - this is just like real life - you have to look at the plan in-cockpit to make sure it makes sense. If the waypoint is forcing you back over the airport, delete it in the plan before taking off.
Other departures end in a MANSEQ (Manual Sequence) leg before it connects to the first waypoint on your LNM filed plan. That means you must hand-fly that leg or use HDG mode to stay on course until you intersect the first waypoint. Inspecting the plan in-cockpit will also reveal this, but as in real-life it’s easier to see if you have Charts to show you the exact legs graphically depicted.