This was done deliberately. Finding powers by navigation would make the game way too easy, and also too confusing, because often you can't reach an area without having another powerup first. In Knytt Stories, most levels don't have an "you can go anywhere at all time" attitude, like Knytt did.
Then you have the gamemeganism called shifts, which teleports you away to different sections of the map. This is used to make switches etc work. It is strange that if you press A in a room, and the arrow points up/left, then you press a button, and suddenly, the arrow points up-right, its just weird as it looks like you didn't even left the screen.