That could apply to everything, not only roads: farms level 1, level 2,... Roads level 1, level 2,... It sounds great in the forums, not so sure inside the game (more assets, more options,...).
I actually see those as two very different classes of infrastructure. Roads are empire-wide, farms are city 'structure'. Farms (and the majority of structures in the game) are production-related, and in general could either be improved through tech (like in most games) or automatically as cities improve or grow. Roads can have significant strategic ramifications - they dictate the fasted routes between locations, either for trade or for war, and the way your empire's road system is designed could have a profound effect on trade, war, resource distribution... Improved roads are a much more involved thing than, say, improving your farms to make +2 food per turn.
It would also go a long ways in making the world feel more alive.