I absolutely hate quest markers.
I still remember the first time I was playing Oblivion and received a quest to locate something that was missing... But I had a magical radar that told me where it was, in the middle of a forest. I was appalled by the lack of challenge, and how it took away the whole fun from searching and exploring. In the classic games, there's hidden things I missed; while it might have frustrated me at the time, the chance of failing to find things is what makes exploration fun, and not a chore.
However, it is true that the map UI is very limited at the moment. You should be able to locate dungeons and other landmarks you know, or player notes. Maybe one day.