It's not that puzzling really...I understand that. What puzzles me is your suggestion that he might sign for Bristol City.
He played for them this season. He's been a great success and the focal point of their team. Chelsea and Abraham might well see it as a good option to continue his development in a set up which he is familar with and is the main man.
I don't think he'll go back to Bristol City myself but it's not hard to see why that might be a more favourable option to him and Chelsea than us.