Cars are small and for the most part everyone in the car faces the same direction as the car itself. When you have a ship, you have 3 frames of references to contend with (self, ship, cardinal)
Four, actually. You also have the wind frame of reference, which is actually the most important (for sail boats). You don't turn left or right, you turn upwind or downwind.
I'm not familiar with sail vocabulary in English, but in Portuguese there is only downwind (sotavento) and upwind (barlavento). Functionally you don't need the other two, so I imagine it's similar in English.