The electromagnetic field of a light photon in transit interacts with the gravitation filed of a massive celestial body between its transit paths, they exchange energy through their fields’ interactions depending upon their masses, as a result such a light photon gains energy in an arch like order as it passes said gravitational body. It is so obvious in the minds of any reasonable scientific persons.
Since the light photon, in transit, cannot increase its natural speed so it bounds to increase its energetic frequency, correspondingly it not only decreases it wavelength rather it increases its momentum too, as per relevant behaviour of photons (𝑝 = ℎ/𝜆).
However, the light photon doesn’t store the energy that it’s gaining temporarily, rather it releases the energy gaining by way of converting it into its momentum, this makes the photon’s path of interaction an arc like, therefore the light photon again continues its journey in a straight path, as soon as it releases temporarily gained energy. This is how gravitation lens work.