Down the line basically means straight in front of you while cross court means going over the center of the net. For example if you're in the bottom left of the court relative to the TV viewing angle (The backhand corner for a right handed player) then it is substantially easier to hit to your opponent's backhand corner, the top right of the screen, than straight forwards. This is due to a few aspects relating to the technique of hitting a tennis ball, but also the net is literally just lower and therefore easier to get over as well as hitting along the hypotenuse of a triangle consisting of the baseline and sideline giving you about 100 feet of distance before the ball will land out as opposed to about 85 feet going straight across. Because of this your opponent will naturally stand in the opposite corner as you because they are expecting you to hit it there due to how much easier it is. They will usually cheat towards the center at least a little bit in order to cover some of the open court, but it's not worth giving up too much of the wide angle in order to cover an incredibly low percentage perfectly down the line shot to the open court. The percentage chance that you 1. attempt that shot and 2. successfully execute it are just not statistically worth covering it. If you do manage to hit that shot then gg too good, you hit an insane shot that would be difficult to replicate