Research at the Max Planck Institute explains why.
We walk in circles when we traverse terrain devoid of landmarks, such as the desert. Even though we'd swear we're walking in a straight line, we actually curve around in loops as tight as 66 feet in diameter. German research from the Max Planck Institute for Biological Cybernetics reveals why: With every step a walker takes, a small deviation arises in the brain's balance (vestibular) or body awareness (proprioceptive) systems. These deviations accumulate to send that individual veering around in ever-tighter circles. But they don't occur when we can recalibrate our sense of direction using a nearby building or mountain, for instance.
I've got to be honest, that even with landmarks some folks have trouble walking in a straight line, maybe they just don't recognize the landmark. I know that I have a much better since of direction than Mac and our daughter says she has no sense of direction at all.