Not through the workpiece I dont think, that will be at the start position
The wizard is very wastefull of moves doing complete arcs of 90 degrees, the firt load of cuts will be very small but it will still move the complete 90 degrees before the next pass, only when the fillet is nearing completion will the full 90 be actually cutting.
Put a larger number for your clearance and you will get it further away, still the same wastefull moves but will look better on your screen.
Hood