The navigation arrow which points to the direction to head to when following a course is usually visible in the data pages of a run activity, but, while following a training workout where I had a pace goal to follow, I noticed that in the data page with the pace goal (the one automatically added by the watch when you follow a workout) the arrow disappears. In the other data pages the arrow is still visible.
I don't know if this is a bug or an intentional decision, but I would prefear the arrow to be visible there too, otherwise I would be forced to check the map much more often.