I looked at the page, but the directions settings for that map is showing as “none”.
Is it possible the settings weren’t saved, or the directions were set in the shortcode itself?
You should be able to see the directions behavior in the demo map on the MapPress settings page. For the shortcode, try this to force the directions ON:
[mappress directions="inline"]
If that doesn’t help, please send a login and I’ll try to find the issue.