s - orbitals have a spherical symmetry and the probability of finding an electron in an s orbital is equal for equal distance in x, y or z direction. i mean the probability of lets say an electron found at a distance 10 units from nuclues, its value will be same for x, y and z when u go 10 units distnace from nucleus in these directions. then the value at 5 units would be some value which also would be same for x,y and z.
Easier explanation is that if u place a ball, can u tell towards which axis it is oriented? no, its equally in all directions. So, non- directional.
However, if you have p- orbitals like dumb bells, a dumb bell can be oriented in three different directions, either x or y or z. see the pics.
