Massey Singular Homology theory states at IX.2
Let $M$ be an n-dimensional manifold with orientation $\mu$; it would be advantageous if there were a global homology class $\mu_M$ \in $H_n(M,\mathbb{Z})$ such that for any $x \in M$ $\mu_x = \rho_X(\mu_M)$. Unfortunately this can not be true if M is non compact.
Here $\rho_x$ is induced by the inclusion map. $(M, M-M) \to (M, M - \{x\})$ It suggests also to use the following proposition
Let (X,A) be a pair consisting of a topological space X and subspace A. (a) Given any homology class $u \in H_n(X,A)$ there exists a compact pair $(C,D) \subset$. $(X,A)$ and a homology class $u'$ e $H_n(C,D)$ such that $i_*(u') = u$, where $i:(C,D) \to (X,A)$ is the inclusion map. (b) Let $(C,D)$ be any compact pair such that $(C,D) \subset (Χ,Α)$, and $v\in H_m(C.D)$ a homology class such that $i_*(v) = 0$· Then there exists a compact pair $(C',D')$ such that $(C,D) \subset (C',D') \subset (Χ,Α)$ and $j_*(v) = 0$, where $j:(C,D) \to (C',D')$ is the inclusion map.
I can't see how the latter implies the non existence of a global orientation for a non compact manifold