I present to you, from my 3CCAW SG: The Magical Appearing Road of China!
So, I move an Immortal east to here. There doesn't seem to be a road on the tile the Spear is on, right?
But, watch what happens when I move my screen a bit:
A road suddenly appears there! It happened several more times over the next few turns: I'd move a unit somewhere, it would look like there wasn't a road, but then, after I move my screen, a road suddenly appears out of nowhere.
So, I move an Immortal east to here. There doesn't seem to be a road on the tile the Spear is on, right?

But, watch what happens when I move my screen a bit:

A road suddenly appears there! It happened several more times over the next few turns: I'd move a unit somewhere, it would look like there wasn't a road, but then, after I move my screen, a road suddenly appears out of nowhere.