I recently came across this article describing a study from a research team at the Norwegian University of Science and Technology. Their hypothesis was that the difference emerges from hormonal differences, specifically testosterone. Not brain wiring.
Using fMRI, the researchers saw that men in the study took several shortcuts, oriented themselves more using cardinal directions and used a different part of the brain than the women in the study. But when women got a drop of testosterone under their tongue, several of them were able to orient themselves better in the four cardinal directions.