Is All Directions a love song?

All I know is that it‘s slowly but surely becoming my favorite song on the album.

In all seriousness: I don't think it's a love song in the classical manner. I feel like the main theme is the search for truth.
It reminds me of Plato's Symposium which I read a while back, you might want to read this if you're interested in the search for truth and how it's connected to philosophy and love.

Something I found fitting was from the Wikipedia entry to "platonic love": Platonic love as devised by Plato concerns rising through levels of closeness to wisdom and true beauty from carnal attraction to individual bodies to attraction to souls, and eventually, union with the truth. This is the ancient, philosophical interpretation.

They introduced it at a live performance (Paris, saw it on YouTube) as “a song for the artists in the audience.” Jay references Sisyphus, and said it’s about how when as an artist you feel like you are beating your head against the wall, you sometimes need to see things from a new perspective.