Understood now.
Without a video, the illustration of the water initially gave me the impression that the jets were static, and it was claiming the water left them at an angle to the vertical, but somehow managed to stay within the column.
The water is actually leaving the jets directly vertically, but the jets are rotating around the vertical axis of the nozzle.
A video would have given it away instantly - as my interpretation would have looked like the lattice was still, whereas in action the lattice column of water would be continually falling.

