I've seen units taking strange paths from start to finish, often going a greater distance than should be possible for them. I haven't seen it happen in a while, but that's probably just because I move my units one tile at a time as much as possible (to maximize exploration, deal with things I couldn't see, and because the program still will often make bad pathing decisions). I've seen it happen across any terrain, with or without roads. I had a Pioneer move 6 tiles without roads once, and at a strange angle (like 20° or something).