Although there is an icon on the map it only shows the approximate location of said symbol in the game world. And once you find the symbol some of the Lost Sector entrances are rather well hidden and not blatantly obvious and require exploration of the vicinity to locate. The video makes that process much faster. It's not that it's terribly hard, but it takes time. In addition, some people value intel on the enemy, approximate number, etc so they can be best prepared.