SimonG: You can turn the quest marker of. Take a look at the map, remember the general direction and go find that bitch! (That's how I did it)
The problem is mostly (I guess) that when the dialogue is recorded, the gameworld isn't yet fully designed. While you can always type a few directions on the fly, voicing them isn't really an option.
IIRC, there was a quest in Skyrim where you had to find a location only described in a book without marker...
While I would also advocate that all dialogue should be written, only with a few "identifying lines" spoken. Think of PS:T.
Indeed, back in those days dialog was much more flexible. Plus fully voiced games are pretty much impossible for the average user to create quality content for with NPCs in it, because voice acting/recording is something that's easily identified if on an amateur level.
I'd argue though that it was still possible to include quest directions in a fully voiced game like Skyrim. As one possible solution, the quest giver NPC could just say something like "here, I've written down the directions for you" and then give you a note in your inventory or journal.
In a few cases, they could even have the voice actors recite the directions. As far as I know voice acting is usually recorded in the late stages of game development and by then the game world is not likely to be subject to major layout changes. If some changes are made after the voices are done, they could even cut parts of it and then fill in the details in the journal.
Yes, it's a lot of extra work, and they're quite unlikely to chase this feature on future games. Still, it would be awesome.
For the time being, there is
this mod for Skyrim that does something similar to what we've been discussing.