compass() creates one arrow per (x,y) pair, with each arrow being a lineseries object that draws from the origin to the point then to the end of the first barb, back to the point, then to the end of the second barb -- a total of five points per handle. When you set the XDataSource for the collection of handles returned by compass(), if it worked you would be commanding that all of the handles be changed to have their x values exactly the same but with the y values unchanged. That's not likely to be what you want.
The lack of visual update is probably because there would be a mismatch between length 4 of the new x values and the existing 5 y values per handle (5 to draw barbs): if you had happened to use 5 x values in the vector, you'd get some rather odd-looking barbs.
refreshdata() is not useful for commands that draw compound objects on your behalf, only for simple line plots of vectors (not even plot() of a matrix.)
