Maybe in the US and other places that have a grid system as their main road planning principle and route naming principle? In Europe, where roads tend to follow the terrain more, I've not really heard this.
The US doesn't really have a (consistent) grid system outside of cities, with the notable exception of Utah (due to planning efforts by the Mormon pioneers). And even in cities it can be a mess. For example Seattle grew from three different smaller areas that all planned their roads to be parallel to the coast. The problem is the coast isn't in a straight line so as they grew and combined into a single city it created a lot of awkward intersections where the roads meet.
Much of the inner US was divided by the Homestead Acts of the 1860's into square mile (640 acre) sections, 160 acre quarters, and then further into forty's. cf "back forty". These are all square.
You can just look at a map over the US and see quickly how the grid pattern exists at almost any zoom level. You also notice it in how people think about directions. As a European I found it tricky to deal with but I saw the opposite when Americans drive in Europe. They really struggle with a system not built around thinking east-west and north-south.
I think generally in Europe people think in terms of landmarks rather than fixed directions.
? I'm not talking about the suburbs of Seattle, check out maps of rural areas of Wisconsin, Minnesota, Missouri, Texas, Nebraska, or even the plains in the east of Washington state, most of the rural roads are running primarily North/South or East/West. Not that it's a grid system as in Manhattan, but it is following a grid pattern, and the names of the routes on signs and in spoken language are like "380 West" "215 North", etc. In the interstate system and many state road systems, this is reinforced by numbering convention that East/West roads are numbered even, while North/South roads are numbered odd. None of that exists in Europe.