Men don't ask directions because they're not used to being lost, or wandering around aimlessly.
Being lost and wandering around aimlessly is what women do.
Until a man finds a woman, he has control, focus and knows where he should be going.
After he finds a woman, he starts to get lost.
Thankfully, he hasn't forgotten completely what it is to be a man, so even when lost, a man still refuses to ask others where he should be going.
To outside observers (usually women who would do well to keep track of where they're going instead of watching others), this looks understandably silly.