No, I meant SW. I was on a vector to join, and then called the field in
sight.

But if you were being vectored for the ILS, on the last vector to join
the localizer, then you were most likely on a 100 degree heading give
or take some wind, on a track to hit the localizer some 3 miles before
ROYCE. So I still doubt that you could have been SW of ROYCE.

My take on it is that since the controller had already planned on
clearing you for the ILS, or perhaps had already done so, your late
request for a visual didn't really change anything and so he intended
for you to continue on your heading to intercept the localizer, fly to
ROYCE and then descend to the runway.

This seems simple unless you left still more out of the story.