The real reason to my assumption as to why all orientation is by default to the right is because by convention that's where all angles start in mathematics. And since most aspects of programing is mathematics it's logical to have it conveniently at 0 degree to be pointing to the 'right'.
So as to your problem notBatman. You could teach them about how the sprite object actually work visually like when we learned to count by using apples (or something in the real world).
You could show them your fist and say it's the object. Point a finger and say that's the direction. Prepare a small piece of paper and say that's your sprite. Have an arrow drawn on it and placed on top of the pointing fist. For the sake of the point deliberately miss align the arrow from the direction of the pointed finger.
As your showing this you could say that their image/sprite is facing a direction but the object is actually facing a different direction. Also mention how object controls the movement; as the hand moves in the pointed direction not the direction of the pointing arrow, try moving it as you say it too. So tell them they should point the arrow in the direction of the pointed finger (by aligning the arrow to it) so the arrow moves in the right direction.
I know from experience that children have an approximate retention of 3 facts at one time. So if the previous method didn't work, for the sake of their learning just say everything must face right because it's the right way. (quite archaic method but most times it works)
That's how I'd teach it from my experience of tutoring maths and science.