Burning man is in the middle of fucking nowhere. If you were "lost" and you stumbled on it, you'd probably be fucking thankful for water and directions since you're miles away from nowhere in a desert.
It's also a large community that would take some time to walk from one side to another. They don't allow motor vehicles (except some theme vehicles) so bicycles make an excellent alternative.
I have not been myself, so this is based on what I've read.
p.s. Burning man can't give you your sig back either.
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