I tried to send a pioneer from the town that had trained it to another spot on the map, where the entire distance it had to travel was connected by a road.  Instead of using the road, it took off for god knows where.

In the following screen shot, the bottom arrow indicates the route along the road that the unit should have taken. The other two arrows indicate the approximate route that the unit actually was assigned by the broken pathfinding algorithm.  Note that there were no units stationed in the city that the direct road path traverses, so the old bug of a unit not being able to pass through a city full of units cannot explain this problem.