It’s like the inn that burns for days after the goblins ostensibly sacked it. It makes no sense in hindsight, but that doesn’t matter to the experience.
It most certainly does. Fire don't randomly spring up form nowhere on drenched boards. Fires burn out or are put out. Having the perpetually burning inn that burns and is still burning every time you pass it for all time, which refuses to be doused and whose fires spontaneously re-ignite from thoroughly wet floors with no fire around them anywhere absolutely DOES matter to the experience. It makes it a BAD experience, completely lacking in setting immersion, which constantly reminds you that it is a video game every few seconds.
The people who don't pay attention to setting immersion aren't going to notice whether the directions as described match up with the physical directions required - they're just playing a video game, so it WON'T really matter to their experience of the game one way or the other. To the people who do pay attention to these things, who prefer to be immersed in the story and the setting and not pulled out of it by gamey elements that regularly break that immersion... it WILL matter to their game experience.
If you have two groups of people, one of which WON'T mind either way, and one of which WILL, then you HAVE got an option that makes both parties happy - and you should do it that way, or in this case, fix the issue.
If you're arguing that the crooked path makes for a better composition in this analogy - and it's a rough analogy, so let's not talk about the evocative and emotive qualities of subjective art - you're going to have to justify that giving mis-matched directions is better for the game and the game experience overall than giving accurate ones.
You can say that by saying south, the player will look south first, and find the path - but that's a non-argument, or rather, it's a false fork; it implying that the situation is a binary choice and it's not. We could say "We found drow statues west of here" and actively mislead players, and HOPE that they find the path that leads them to the WEST, and that they don't notice this, because we DECIDED to build the pathway that leads there from the south first... A problem that we, the designers of this situation created in the first place, let's not forget that...
Or, we could say something like: "We found a collection of petrified drow to the west of here. I wouldn't normally be too worried by this, given the terrain, but unfortunately the pathway just south of our gates leads directly to them - or, more importantly, from there directly back here. This is a concern."
Now you're NOT misleading players, giving the CORRECT directions AND pointing them towards the actual pathway... So no, the crooked path does not make for better composition.