I want to add on regarding the way the Entire World is lying to the player: this is so true, and not even in terms of just story.
The world, physically, in and of itself, is lying to is, or is at the very least contradictory to itself/our expectations. Even from just a geographical/map standpoint.
Case in point: weapon billets. Trounces in Mondstadt, Liyue, and Inazuma drop Northlander Billets, while Sumeru is the first region to drop Midlander Billets (with presumably a few more regions to come to drop the same?). But in the map, Mondstadt, Liyue, and Inazuma are not particularly "north" of Sumeru. In fact Inazuma is far "south." (In quotes of course, because the map doesn't provide a compass) But assuming north is up and south is down, and east and west are right and left respectively, it doesn't really make sense for Mondstadt, Liyue, and especially Inazuma to be Northlander billets. If these regions are north, and Sumeru is middle, then is the map turned on its side?
And then you can look at the placement of Temples of the Wolf, Falcon, and Lion in Mondstadt. Wolf of the North, Falcon of the West, Lion of the South, and Dragon of the East, though there's no Temple of the Dragon.
Temple of the Wolf (north) is just barely a smidge higher up on than Temple of the Falcon. Temple of the Lion (south) is definitely down on the map from the other two. Temple of the of the Falcon (west) is to the left of the other two. But without a "Temple to the Dragon," you can't really draw a fully accurate compass with these points. (These cardinal directions and associations get even funnier when you consider that Andrius is the Wolf of the North, and Dvalin is the Dragon of the East, but their present day locations/Trounces definitely do not match up with north and east at all.)
And since we're talking about how the game, how the world, does show not tell, there's also the Nameless Island. An island that fully Does Not Exist on the map. Except you can see it in the open world, you can glide to it, swim, ice bridge, travel method of your choice. But unless you're curious about the shadow in the distance (or you look up guides, or a friend tells you), you wouldn't even know the island existed from the map! Island shown in the open world, untold to the player by map. The very map of the world you play in is lying to you.
Finally, another fun and interesting thing with the directionality of the world: Spiral Abyss. Based on the text, we descend into the Abyss. When you complete floor 12, the message says "You have reached the bottom of the Spiral Abyss." Except if you look at the stairs, behind you and in front of you each chamber/floor? The stairs in front of you lead upwards. Floor 12 is the bottom of the Spiral Abyss, the deepest descent, and yet you ascend the stairs to reach it.
If the very world we travel through is lying to us, about something that should be as straightforward as direction, as up and down, what then? If such basic fundamentals can be distorted, contradicted, made unclear, it is even easier to conceal and mislead about the narrative and story.
(And I think there can also be something to be said for the fact that we, the main character, is a Traveler. And someone who travels would probably be pretty dependent on having the correct directions to navigate by. Except we don't. We just have to figure it out on our own instead! How exciting.)