To give an analogy: if a linguist from Mars gathered a corpus of business English conversation, he'd notice that men refer to something 36 inches off the ground as "desk height" rather than "penis height", and call a sphere an inch or so in diameter "ping pong ball size" rather than "testicle size". Similarly a small discus is "penny sized" (adjusting for your local currency) rather than "anus sized", a small stone is "fist-sized" rather than "ballsack-sized", etc. Is this because in English it's linguistically impossible to make comparisons to your genital or excretory organs? No, it's because it's socially unacceptable at work; someone may complain to HR and get you fired if you make that comparison.
Similarly, the reason the egocentric direction system is so dominant in Western (and Chinese, Japanese, etc.) culture is because of habit and custom --- urban civilians don't usually see sunrise or sunset from inside the office buildings and malls in which they're most likely to give these kinds of directions, so they never get instinctively oriented and the habit of giving directions by compass points never takes off. It has nothing to do with linguistics.
And in the right situation, giving east-west-north-south style directions actually can take hold (which is helpful when you've got two sets of elevators and telling someone to "turn left" after getting off will send them walking in a fairly random direction). At certain times in my life, all my colleagues knew their north from their south. Were we all members of a sensitive indigenous tribe with a deep connection to nature due to our special mother tongue? No, we were stock traders; we knew which way was east in the building because our asses were in our seats before dawn and we watched the sun rise through the same window every day and set through the opposite one. Put us in a different building (e.g. due to switching jobs) and we'd be confused for a few days, just like the Bali kid who tried to get dance lessons from a teacher in another village.