Have also seen this problem with cities e.g. where no road are formed between a new city and the old city.
Yup, cities take time to establish a road connection and it does not appear to be related to any city building, my observations suggest the further away the longer it takes. No idea why SD put in a delay for settlements but outposts do it instantly. I Like the instant approach but would be OK either way, kinda feel like they should be consistent thou.
I have waited >10 turns on this outpost and still no road so i figure it must be a bug