The immersion aspect is that you are in an "unexplored" land. All previous Expeditions have not returned (at least that's what I've understood from starting the game), so how would you have a map to reference anything? Putting a mini map for uncharted territory seems silly.
You could make the argument that Expedition 33 could make the map as you explore, making it easier to back track if needed, but it doesn't appear that there are any cartographers on the team to make detailed enough information.
