The bicep is a bi-articular muscle crossing the shoulder as well as the elbow.
This article, "The role of the biceps brachii in shoulder elevation" summarizes what is going on here. It is paywalled, but the introduction is accessible and explains everything you need to know.
These results clarify the role of the biceps in shoulder elevation, as a dynamic stabilizer, and suggest that it is a decelerator of the arm during the throwing motion.
Basically, the bicep crosses the shoulder and is working in some capacity while doing arm circles as a dynamic stabilizing muscle.