When I pop out of some public transport system in an urban area it takes some time to get my bearings. Such as a large train or bus terminal, or coming up from a hole in the ground.

Unless the sun is up or I can see the North Star (not very likely) or a prominent terrain feature I will have to actually move a block or two to get my bearings from the street signs and my map. Having a compass allows me to move in the right direction at once - it doesn't have to be accurate, it just has to put North into the right quadrant...