There is no wind, the heading is 237, LNAV is pressed in the MCU and so is the HDG Button on the panel. As I said, the HDG that it selects is correct but it doesn't turn to intercept the path, it flies parallel.
There are winds, look in the lower right corner of the Nav display in your screenshot.
Its showing winds 314/13, a right crosswind. Though if the winds had a effect, the deviation should be to the left. Your screenshot shows a deviation to the right. Normally when the winds affect the aircraft it turns into the winds, as the FMC will provide a heading towards the track.
But again your screenshot does not give me any indcation of the mode you are in. You say you are in LNAV, but I can't see this
in your screenshot. The FMS is not on thge Legs page, so I can't see what is the active waypoint, the ND is not in map mode, the LNAV button is not displayed.
Only clues i have to work with in your screenshot is that the heading bug is 237 and the CDI needle is to the left.