I would prefer from all cities to all cities instead. Also, the trade route yield bonus could probably be axed or lowered, since the road upgrade bonus is fairly strong on it's own. Alternatively, it could be replaced with a free paved roads in every city, since that building is tied to the wonder.
I agree with DancingHoskuld that building roads between every city is too powerful. I want Via Appia to put some roads on the map. If we were being perfectly historical, it would only connect the building city and the capital, but I think we can go a little further.