Too gamey for my taste. But of course you can have them if you want them. But it will cost you: Researching the necessary techs (and possibly civics*), creating enough builders** of course has an opportunity cost.Every city must have roads for quick military access in case of sudden crisis. Also to transport workers to improve the area, as they become available.
If you think it limiting not to have precise control over roadbuilding in the early ages, consider this: You can now build a road right up to an enemy city and they can't stop you without declaring war. Neat, isn't it?
* What should we call it instead of research?
** or possibly there's another unit type for this: a Renaissance military engineer or an earlier Roman UU