Hehe roads is other ambivalent aspect of the game. We cannot do them (except a faction, and a hero with POTG + road building trait, that is at least level 5 with a lot a lot of luck), but they "magically" appear between cities, between outposts, and between capital cities.
PRevious posts have staten reasons pro and vs.
Since we cannot usually build them, I find the "insta-build" a must. If any faction had the possibility of a road-builder unit easy to get (just the same trade tech), then I might think different.
Another idea is that the insta-built road should not give so much movement (bad quality road), and a later tech would increase it.
Anyway, instant or not instant, we need a road-building unit!!!