I thought you could pillage your own roads. Seemed like that option was available for your units. Maybe I'm mistaken.
Why do you want that?
Im pretty sure you can pillage your own roads that are outside your borders, and once they are in your borders cant they not use your roads? I remember not being able to in other peoples territory when at war, was I mistaken?
If you know your way around DLL modding, the culprit is on row 4464 of CvUnit.cpp (assuming BtS 3.19). Pretty sure it can't be done with XML modding...