It's "face east, then travel in a straight line," not "travel due East" (though I agree that the title itself is misleading).
IMO, it's a cool thought experiment because it demonstrates that an instruction to "travel in a straight line" is incompatible with an instruction to "travel due East" (unless you're on the equator!) - as the North Pole example illustrates. Start 3 feet south of the North Pole and face east, then start traveling in a straight line. Obviously after 10 or 100 or 1000 miles of travel you'll be essentially due south of the pole - and in fact, if you take a single step to the left, you will be exactly due south of the pole!