A homeless person.
Has a sense of direction: True, they know how to get around.
Is always lost: They never have anywhere to go.
Has no conscience: Most steal things. (Or, aren't always awake.)
Feels guilty: They do, of coarse. (Or they feel guilty asking for money, or when people shun them.)
Has intelligence: They do. Most all of them have excellent street smarts.
But defies it: Some pretend they don't. (And they don't look the part.)
Has gone nowhere: They've gone nowhere in life.
Exists in a different place: They still exist, and live in different places all the time.