One thing I don't see mentioned as a hypothesis for a factor in a good sense of direction is inner-ear ability (directional proprioception). A few years ago I met Buzz Aldrin at a NASA conference, and he told me that he thought that people with a poor innate direction sense make good astronauts, because having good directional proprioception tends to lead to serious spacesickness. The UCL game study would miss this because people can't use bodily cues when navigating online. VR sickness is quite related to this.

Anecdotally, my mother had a balance disorder, and could get lost very quickly in even familiar surroundings, while I get motion sick quite easily but have very good direction sense.