I have never, traditionally, been able to do the north-south, east-west thing. But being a math major, it seemed important in some way. I taught myself how to do it. I have to picture a map of the US, then flip the map around to the correct position. I am never wrong now. But it was an acquired skill. And not easy to do at 75 mph.
Yes, don't pull out the map until you are well on your way to your destination! I love it when Hubbie does this to me, "Where are we going, again? Which exit?".
And this explains Lewis and Clark, and Sacajewea.
I'd say this is not a male-female distinction as so much as a rural-urban. My pal's idiot husband from New York could get lost six feet from the front door. His own.