A quick glance at this ancient Roman map from the historian and geographer Strabo will show you why, since it's got things like scale and direction pretty looped out.
It is interesting, though, how much is recognizable around the Mediterranean Sea, the area with which Romans and their Greek predecessors would have been most familiar. Although it's pointing more east-west than north-south, the boot of Italy can be pretty clearly discerned. "Iberia," or Spain, looks a lot like Spain looks on a modern map.
But the inability to accurately compute longitude at sea -- something that would not come about until the 18th century -- meant that the proper orientation of the known lands was not within a Roman mapmaker's power to reproduce. Which may have been a good thing for a lot of the Empire's neighbors -- can you imagine how far they might have gotten if they'd had real maps?