Why does light ray not change direction when it pass though the curve part of the semi-circular glass block?

Short answer: Because in the left-hand case the incoming ray is perpendicular to the surface so it is not refracted. In other words the angle of incidence is zero in contrast to the right-hand case.

You are looking at a very special light ray, that travels radially from the centre of the semicircle. This light ray will hit the semicircle edge at a right angle causing no refraction.