In regard to the dissonance between consciously desiring to explore and not desiring to get lost...
Would you object if a section of the forum declared certain instances of combat an undesired hassle that they would like to skip through? If we examine it, that complaint holds the same basic structure as exploration versus being lost.
"When I desire to fight something, it's OK, but when something surprises me and I don't really want to fight it, I'd just like to have an autopilot functionality that determines the outcome of that fight for me. Or some other mechanic that allows me to stop all fights I don't feel like engaging in."
I don't fully find them to be the same, I can't recall any instance where lost is fun, only depressing. If I looked for something and I traveled completely off base, I feel like I wasted a lot of time, I usually quit the game for the day if its sever, I just can't make myself go back knowing that I could just be wasting more time. Now you could say the same for fighting, but fighting can be fun, I don't see getting lost as something fun, if it's fun, it means you've moved your goal with you're trip, and are no longer lost, but are exploring. You can also work on fighting, or if beth would allow it, you could talk your way through it all with sufficient skill. I can't improve on getting lost, when you're lost, it means you've already failed, trial and error, there's nothing you can do other than reread what you know and hope it will show up soon.
As I feel it, when I'm lost, it's not that I don't want to explore, I just don't do it when I'm lost. It's like if I'm searching a page for a specific word, I don't actually read what it says, I'm just filtering through it without considering anything other than what could I'm looking for.
I should make note that, I don't mean that one should always have something which that automatically points to what you want. For example, Finding Balmora from seyda neen via. the road signs is alright, I'm not lost until there's something which is completely up to luck, I hate having to go on luck, a road that splits into two and no road signs, or otherwise guidance, 50/50 chance of getting lost.
I'm not against some quests being dependent on you finding something, where it's an active part of the quest. I think I read a suggestion for a system that would show you on the map, only what you've been told, like general area if that is all you've been told, specific instructions would be shown specifically on the map.