[ITZREAL]

After a little research I found my answer. After choosing the initial VOR 21 approach, the second option was either VOR or HDH. It turns out that the first request led to the option of a vector from the nearest VOR station or the nearest navaid fix. In this case, the nearest 'fix' was HDH. Now it makes sense. My choice was VOR but if I had chosen HDH I would still had gotten vectors to the airport but my entry into the final would have been much farther to the runway. The navaid is much farther to the runway than the VOR station.

By the way, the airport in discussion is OYHD - Hodeidah International.

Thanks.