they are perfectionists and they can't focus unless every pieces faces north straight
Checking the Pieces

Just part of a pre-game focus, "getting in the zone" so to speak. A small, otherwise meaningless pre-game ritual is common enough among professionals who are about to dump all their energy and focus into a single performance or game.

Frankly, I too love to adjust...
Often, if my opponent has already set up the board, not all of my pieces are centered, and so I do too. Some opponent's like their knights turned to one side. I can go either way on this now, but it used to bug me, and I'd face them forward.
It is funny to see it in GM games though, when it seems each piece has been meticulously placed.
I've noticed that in high-level chess games the players almost always move every piece a little bit before the game starts. As if they were checking whether the pieces are glued to the board. Curios! Why do they do that?
Like Kasparov does here on 0:20 - http://www.youtube.com/watch?v=3QXRR9Ql7kI&feature=search