Hi Joshuahuk!
I like the feeling of being lost in a videogame, but...
I hate the feeling of being lost in a videogame.
It depends on the game.
So, for context I will turn off every navigational aid in an open world game if it'll let me, and some of my fondest gaming memories involve being lost in games like Morrowind.
Buuuuut...
It's a very similar question to 'should the character of my game move fast?'.
The answer depends entirely on the context of the entire game around it.
That's kind of a cop out answer, so to elaborate a little further, let's change the question:
What does the player get out of being lost in your game?
- Is it an interesting experience?
- If it isn't, should it be?
- If it shouldn't, why can the player get lost?
Basically, is getting lost in your game interesting, and do you want it to be?
Currently, I don't think your game benefits from having players feel lost, because being lost in your game isn't interesting. Getting lost and finding my way again doesn't really lead to me making any compelling decisions as a player, it just extends playtime.
(Sidenote: I didn't get lost in your game particularly due to that signal prompt.)
Now, you could make getting lost interesting if you wanted to!
Maybe getting lost leads to stumbling into greater challenges, or greater rewards.
Maybe it drains resources, and players have to improvise to survive.
Maybe the actual process of navigation is an interesting challenge (orienteering with maps, landmarks, vague directions, etc.)
There's heaps of thing that you could do, but do you actually WANT to them?
Because it's totally valid to just not have the player get lost at all. (In fact, it usually allows you to designer tighter, more exciting levels)
If you're making a top down action game (which I think this game is), getting lost is probably just a distraction from what your game is focused on, which is chainsawing hordes of the undead.
Horror, as a genre, relies on dis-empowerment (horror), or the threat of imminent dis-empowerment (survival horror: the threat of running out of the resources you need to survive).
Your game doesn't dis-empower the player (I am a chainsaw wielding flannel god of death), which is fantastic for an action game, but also means it's not enough of a horror game for any of the genres traditions to be relevant to you.
This is a very long answer to a very short question, so to sum up:
1: If you go the action route, don't let the player get lost
2: If you go the horror route, only let the player get lost if you can make being lost interesting
If you really want to hybridize action and horror, I'd look to survival horror for examples. The genre manages to balance both elements with varying degrees of success.