When I take the curl of the field, I associate a rotating disk with each point. Each disk will have its own angular velocity and direction (given by the right-hand rule for the direction of angular velocities). Now, when I take the divergence of the curl, I am essentially trying to find out how much the angular velocity changes in an infinitesimal volume. And this is where the confusion arises; the angular velocities of the disks (the curl at each point) varies, so, in general, the divergence should not be zero. For example, in going from A to C, the speeds of the disks at A, B and C could be omega, 2 times omega and 3 times omega. In this case, the divergence will not be zero because the velocities are increasing. In other words, the field obtained by the curl operation is strengthening in going from A to C. Hence the divergence, at least in the vicinity of A, B and C should not be zero.