My city is grid based, but downtown is rotated 45 degrees from the cardinal directions. This leaves me constantly confused and confounded while downtown, not least because the transition streets from downtown to the rest of the city are all at crazy angles (that is, unlike anything where I grew up).
As you say, this isn't a language feature. For me the concepts of N,E,W,S and the easy visualization matters more than my language. I picture a map, but not the words on the map.