Blackburn and Victoria are on the same continent, aren't they? You could also probably check the tooltip text in the trade route screen, it might be that those three water tiles and one railroad tile (is there a railroad on that forested hill left of the harbour? It seems so, but I'm not sure) makes the longer route a bit more valuable than only two desert railroad tiles, but that's even deeper into reading the tea leaves than my first guess.
Yeah there's a RR connection between Victoria and it's harbor. However I could always draw a more 'valuable' route than what the game
suggest me if I made the route longerand go weird ways, so I doubt the trade route yields play a role in deciding which path it takes.
On thing that trade routes like to do certainly is (from many observations): Taking an existing road rather then the shortest way. It doesn't here though.
Maybe it's an oversight from the developers and they don't count railroads in the same way as roads for trade route pathing?
Judging just from your screenshot, I can only think of this possible explanation: Victoria has a harbour district which is one tile closer than the city center, so the trader seeks entrance through the harbour first, which puts him on the water, then it uses the next closest harbour for disembarkation and continues from there to the city centre.
Thank you! That seems like a plausible explanation since the trade route length it shows you when choosing it's destination
in the UI is not the actual number of tiles/turns it will take but the distance between the two cities over air (including impassable tiles).
I wish they would fix this btw. How hard can it be to count and show the number of tiles the trade route is actually going to walk instead? 
Glad you/this post made me remember this distance bug. I have thought of this many times but always forgotten to mention it (but I always had in mind:
"What was that one thing that really annoys me in Civ6 even though it's a really simple fix?"
Hey Firaxis: If you ever fix this, you could also just tell us
how often the trade route is going to make a tour before it ends (see the graphs in
this thread) [since it's kinda annoying having to remember to only chose trade
routes with the 'air distance' 3, 4, 6, 11, 12 or 13 (for them to not take overly long/multiple trips) especially since these breakpoints change on every game speed setting].