Consider this. You are somewhere you are unfamiliar with. You get your GPS and there is a map with your location in it. Which direction do you start walking in?

Of course you can work this out, perhaps by looking around at street names, or looking at the sun's position, or perhaps you have an innate sense of direction.

Other than these, it would be far simpler if the map you are looking at automatically oriented itself to the direction you are facing. To do this it needs to know which way you are facing. To do that it either needs a compass, or it needs to to move for long enough in one direction in order to get a bearing.