How about a simple, practical explanation? As in our Middle Ages, paper (or its equivalents) and the written word or drawn picture are rare and expensive in Middle-earth. There are maps in Rivendell, Bilbo also copies some, but apparently the travellers don't have a handy-dandy fold-out map to take with them on the trip. Also, some of the areas they enter haven't been mapped by the Free People of Middle-earth, another problem for the Fellowship.
We tend to take maps for granted nowadays, as they are a cheap, throw-away commodity, but what wouldn't Frodo have given to have one! On the other hand, if all the dangers had been marked for them to see in advance, they might not have taken the same route, and the results would likely have been different.
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'Mercy!' cried Gandalf. 'If the giving of information is to be the cure of your inquisitiveness, I shall spend all the rest of my days in answering you. What more do you want to know?' 'The whole history of Middle-earth.. .'
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