Because the (yellow) cam-follower's outer vertice is set as it's Origin Point, and that in turn parented to the invisible Path follower, (the rectangle Empty) the (yellow) cylinder is automatically held (more or less) against the (invisible) cam-path's perimeter. See the last 2 pics below.
As you no longer need the curve, it can be converted to mesh - That's done by firstly using a plane converted to a curve and that used to 'Bevel' the path. (cam) Bevelling Beveling produces an acuratelyaccurately shaped rectangular pipe - a duct of sorts, and importantly with uniform thickness.
It's inner (or outer) vertices are then removed so you end up with cam shaped walls but no top or bottom. (like a vertical cylinder without end caps) Go to Edit mode and fill those in.