Roads make a big difference in rough terrain at classical era.
Try walking through one of those ten tile wide bands of jungle that spawn frequently on the east and west sides of an Inland Sea Map. Now send a trade mission to something on the other side and move your troops on the road, the difference is YUGE! In flat terrain roads don't help but are very noticeable in lots of rough terrain.
Yes, there are a lot of subtleties in the game that people seem to miss, imo. Not saying it's perfect of course, but roads do have an effect, it's just not the supersede from Civ4 or the railroads from previous ones.