I reckon that if you click on the map, the map closes and your character starts taking the shortest path it knows there. The game would not let you click on unexplored areas because your character does not know how to get there yet.
This way, you couldn't just click on the camp at the start of the game and have your character, without knowing anything about the land, walk south, cross the bridge, navigate the farmlands, pass through the hills and the poor-sector of town, go around the camp, and enter the General Alix's hut. Once you'd made your own way there once, you could return by that fashion, but only because you know which way to go now.
