More like they're acutely sensitive to external cues like their shadow (position of the sun) and other subtle details of the landscape. Their language just seems to reinforce that more subliminal attentiveness to these cues.
I found this to be one of the more interesting points made in the RadioLab story: while the majority of the limited number of modern languages in use today do not have this spatial-directional feature, it seems to have been a feature of a large number of the languages that have ever existed. (Edit: per Dr. Lera Boroditsky [great website: http://www-psych.stanford.edu/~lera/], it's a third of the world's (current?) languages, though not speakers.)
Which makes sense. Imagine our unsettled, migratory ancestors trying to keep their bearings without the aid of compasses or standardized maps. One of the first features you'd probably ask for in your language is a feature that helps you keep track of your approximate location.
That's confusing how they achieve it (the cues) with why they developed the ability (need to know for proper communication, maybe for the reason you mention).