Vision-Language Models (VLMs) have made significant progress in explicit instruction-based navigation; however, their ability to interpret implicit human needs (e.g., "I am thirsty") in dynamic urban environments remains underexplored. This paper introduces CitySeeker, a novel benchmark designed to assess VLMs' spatial reasoning and decision-making capabilities for exploring embodied urban navigation to address implicit needs. CitySeeker includes 6,440 trajectories across 8 cities, capturing diverse visual characteristics and implicit needs in 7 goal-driven scenarios. Extensive experiments reveal that even top-performing models (e.g., Qwen2.5-VL-32B-Instruct) achieve only 21.1% task completion. We find key bottlenecks in error accumulation in long-horizon reasoning, inadequate spatial cognition, and deficient experiential recall. To further analyze them, we investigate a series of exploratory strategies-Backtracking Mechanisms, Enriching Spatial Cognition, and Memory-Based Retrieval (BCR), inspired by human cognitive mapping's emphasis on iterative observation-reasoning cycles and adaptive path optimization. Our analysis provides actionable insights for developing VLMs with robust spatial intelligence required for tackling "last-mile" navigation challenges.