Well for one thing, the north or south direction is always stated first. So the words would be northwest or southeast. Still, why southwest instead of northeast? I imagine south because you go south to get closer to the equator where it's warmer. Maybe west because the U.S. is in the west and even if you travel to New York, it's still the "Western world". Even Europe is considered "West despite being the eastern portion of most standard maps, it's still west of the true "East" that is associated with Asia, which is itself often divided between "Asia" and "South east Asia".