I wasn't very clear. I am not talking for an "internal sense of direction." What I am talking about is a sense of direction based on clues like sunrise/sunset, orientation of the street grid, topography, and the like. I agree that dense vegetation cover and unfamiliar urban terrain can render direction finding difficult.

But in terrain with any kind of distinctive features, maintaining orientation is quite easy. I use a compass about a hundred times more often than on land.

Even though I rarely use a compass, I almost always carry one, because you never know. I just make sure that it is a really good one.