I've been opposed to having compasses in my D&D games for a good long while, on a couple of grounds. They don't really fit into a Dark Ages or Ancients milieu, and it seems intuitively obvious to a suburbanite that they should sort of trivialize navigation. The latter, I am learning, is not quite true.
I have been doing some pre-reading in the Annapolis Book of Seamanship for a coastal navigation course I'm taking this winter, and was surprised to learn that when installing a compass on a vessel, you need to calibrate it. Ferrous metal fixtures on the vessel can interfere with the compass' accuracy, and that interference changes as the vessel changes heading. There are some fine adjustments you can make to modern compasses, but those probably weren't available on compasses in the Bad Old Days, and even today these fine adjustments can sometimes be insufficient, in which case you end up writing up a table of adjustments to the heading the compass shows based on the heading of the vessel - a mapping from apparent magnetic heading to actual magnetic heading. And making that table requires having precise bearings from where you're carrying out the calibration. Apparently "compass adjuster" is something of a specialist profession.
And then magnetic north is off from true north, and the amount you have to compensate for that varies based on your location - if you're between the magnetic north pole and the actual north pole, the difference could be 180 degrees!
I was talking about compass deviation due to metal fixtures at work and an ex-army colleague mentioned that when he taught overland navigation, one of his pastimes was giving the compass to the squad's radioman and seeing how long it took the squad leader to figure out that the radio was interfering with the compass. "Machine gunners were OK too, it's a big piece of metal."
There is also a note in the book that "Very few steerers [helmsmen] are good enough to keep a boat within 2 degrees of course in smooth water; in rough weather, steering errors of 5 to 10 degrees are common." One side of a hex is 60 degrees wide, so a 10 degree error in rough weather is one hex side every six hexes or so...
All of this is to say that if you allow compasses in your games, they aren't necessarily an end-all-be-all for navigation. Full plate may mess with your compass, magic items might mess with your compass ("magnet" and "magic" share a prefix, after all), magnetic "north" in your setting may be in an interesting spot or just move around a lot, and even if you have bearings there's still room for error in steering to lead to course deviation. To say nothing of the quality of nautical charts and other maps in pre-modern times!