This troubles me as well. Sometimes its just a frustration. But other times its painfully costly... can't get reinforcements to a besieged city in time etc. It's usually those damn merchant caravans that are getting in the way. I can keep borders closed, but that doesn't stop the caravans. Sometimes I force them off the road and harrass them from returning to it. This is a pain in the ass to manage and unfortunately doesn't result in a new road being built. And I've tried, but been unsuccessful in creating double-wide roads, and alternate paths... but the new carvans will initially go out of their way in order to hook up to an existing road. And when I manually move a new caravan to its destination, the road frequently does not follow the route I proscribed. Oy. I wish, at the very least, that caravans could share tiles with opponent units. Would be cool if all friendlies could. I also wish the player had a bit more control of road building.