Note that rivers also do the job.
Alright thanks, is it also smart to connect roads to other civs? I don't see the point, but is there some underlying use that I don't see?
edit - yeah, I built a second city farther down the coast and get the "congratulations, you've connected your first city to your capital" message the exact same turn the cultural borders close the gap in the coastal tiles, even though I don't have sailing yet.