Intuitively speaking, vector spaces are inherently endowed with a concept of “directionality”, since a vector is intuitively an arrow in some direction.
But if I’m not mistaken, we need to endow the vector space with an inner product to really talk about angles and directionality, but I’m not sure.
What is the most general structure on a set that formalizes the general intuitive notion of “direction”? (I am looking for something analogous to how topological spaces are the most general notion that formalizes “nearness” or “touchness”).
This isn't a very good answer, but so far it's the only one on offer. A matroid is a sort of general model of independence, which applies to a great many situations. One of these is that an arbitrary vector space can be construed as a matroid, with a set of vectors "independent" in the matroid sense if and only if they are linearly independent.
I think this is probably much more general than what you are hoping for, since its understanding of directionality is so coarse: it can only tell you when vectors point in the exact same direction. But maybe it will be of some use.