I'd much rather not stand around waiting till the sun/moon moved to tell if its setting or rising ( no clock/watch either ) to work out which way is west or east, and the direction of the clouds may not always be the same direction in real life, so this could change in game.
Now taking into account i can make a simple compass in about 5 minutes from stuff i can find in my house/garden/(nearby woods) i cant see why we cant have this simple and usefull tool ingame. I didnt say it was impossible to determine direction in my OP, it would just be alot faster and simpler if i had a simple home made compass.