I ran into a similar road in one game, I followed it for a fair distance and didn't notice that it was connected to anything (though it did pass an Empire in one direction)

I attached a screenshot, note that I first located it on turn 4, so it was far too soon for anyone to get the tech, let alone for the caravan to travel that far.  I am running a game without any mods (except for my custom Faction/Sovereign).

Hello to everyone. First post here in your forum.   (Sry, about my english! I´m german. Ok, many germans speak and write good english. Not me.  But i´ll give my very best. )

I´ll make it short. Got this road on every new Map. One time i followed it for many turns. It conected two citys from different fractions. The distance between the two city was about 20/25 turns for my sovereign. It disturbs the atmoshere. I mean...cataclysm, broken land and then there is a big long road. ^^  

Some short Roads would be ok. But...these are trading routes or rather these roads look like caravan-routes to me. 

I've seen these since 1.05.  They may have been in earlier versions but I couldn't play without crashing very frequently so I started over a lot.

They don't connect to anything, no, but they usually allow decent speed exploration on larger maps.