In Indian culture, the western direction was the "deathless oxcart" direction. It was the direction Shakyamuni faced when he died between the Sala trees. It refers to the future, the after life. Some took it to mean a cardinal direction satisfying the requirement of "place" for a sermon, but I think that's a bit of a stretch. Nowhere in the Pure Land sutras is it stated that one could get in a rocket ship and travel there. In English we often say "ride off into the sunset" instead of saying "to begin a new, happy life at the end of a story" - the Pure Land to the west is a little like this.