Go look at some cemetaries sometimes. All I have ever been in you are lying on your back feet to the east. Waiting the coming of Christ. Everyone. I will be planted facing EAST not Mecca.
I suspect this is strictly an European thing and probably applicable only to those from a Catholic or Orthodox tradition as a general rule.
In any case, many Protestants know that "Christ will come in the clouds", and, consequently know that you can't tell what direction that is.