I've seen video essays about metroidvanias that talk about "getting lost". The real point is to follow clues, feel immersed in a world, learn to find your way, and make interesting decisions.
In Hollow Knight, it's no problem to use the compass if you find that aspect too burdensome. I really enjoyed my time with Axiom Verge, and I seem to recall it came with a compass as standard? Perhaps that's wrong, it's been a few years since I picked that one up.
More to the point, which metroidvanias did you like and what did they do differently?