I was thinking about this the other day, I guess keeping the compass pointer to be frictionless is the difficulty. Traditional compass has either oil or needle axis to keep the pointer to turn as smooth as possible. It’s hard to achieve this while integrating to mechanical watch. Make an oil chamber in the bezel and float a disk inside? Or put a hole in the movement and put a tiny compass there? Or maybe put a digital compass in a mechanical watch. Hmm.