I think all of us want that. I haven't really had a problem with the way it is now, but there have definitely been times when I didn't realize there was a portion of a map I'd been to previously I that I'd neglected to explore. I'd rather they just tossed out "highlighting" the area you're currently in, as it isn't a problem figuring out where you currently are, and just used the usual colors to display what was explored and what wasn't. There's probably a more elegant method that could be taken, but I'd be happy with even that.
Still, it hasn't bugged me all that much. The maps are unique enough that I feel I generally have a good hold on their layouts even without using the map constantly.