I know the 520 can not do on the fly navigation, but I would have thought it could do what the 500 could do.The 520 doesn't do on the fly navigation but it does do on the fly turn by turn. It doesn't use a routable map but just the shape of the course. That is where the "Head Northwest" prompt is coming from. The problem is it doesn't work so it is better to just disable it. Go to Training -> Courses -> Course Options and select Turn Guidance to be off.
So, I checked and I had "Course Points" turned on. I experimented and found if I turn "Turn Guidance" off, then I loose every thing (or so it seems, the turn by turn no longer even shows up in the menu choices). Perhaps I messed things up by installing the OpenStreet Maps per DCR. I have now gone back to the near useless Garmin base map. It may be until the weekend before I can really test it out, but it looks to me like I don't get the intelligent "Course Points" cues at all. As was pointed out, even if I did get them it is not as confident as the 500. The E500 would show the breadcrumb trail and have my next turn showing and you could choose a few things like distance to next turn etc. Then the next page would actually show you a cue sheet with say the next three turns on it. Even if the E520 turns showed correct information, it is not in a page display. You have to go to the maps page, then dive into the menus. Not at all useful. There are a few nice features to the E520, but in this whole department it sure seems to be a big step backwards. This is really frustrating since the ability to show a map would make you think it could be more intelligent.
I'm actually very interested in the Vision HUD, I took at look at it at CES, and directions is a big part for me. But it all I am going to see are the stupid "Turn Right", "Head Northwest" things then that is actually worse than useless because so far my experience is it is often wrong.