The ways of their Lords of Admiralty are not transparent to us lesser folk.
Or: I dunno. Possibly the fleet (whichever one it was) was using Druridge Bay as a rendezvous point, from which it had detached the frigate(s?) to go round up some likely lads from the nearest convenient port(s?)? Alternatively, the songwriter is using it as an alternative to simply sailing North.
Just to clarify one point where I wasn't precise enough: I have heard the song sung with the frigate (not the tender) going to Druridge Bay. I wasn't just arguing that it made much more sense that way (though it does).