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As far as I can tell roads just provide happiness to settlers who walk on them. But as you pointed out, settlers cut corners by path finding efficiently.
This also annoys me on an aesthetic level. If I build a Tavern in the middle of the intersection of a crossroads with a door on each side settlers will just start moving through it rather than taking the roads around it so making them superfluous. This also gives the drawback (albeit minor) that my roads which are decorated with Statues and Trees for the happiness they provide are now being avoided.
The cutting corners over industry is also a pain. Earlier this evening I noticed that settlers will come off the road to walk across my Fishery as the path was shorter. The only way to avoid this was to put a fence around it which while being more aesthetically pleasing is a real pain to add after the fact; resizing the fishery puts it out of action for ages. I should have thought to fence around it before, but it feels more like I'm working around an annoyance rather than just "playing the game".
Calculating settler paths the prefer roads either directly or by giving them a lower movement cost would be a good fix. Or at least increasing the movement cost of pathing though rooms.. In all honesty I would enjoy a Dwarf Fortress style system where you can assign high, medium, and low traffic areas to inform the path finding.
for example you can have a woodcutter field with services right next to it that you dont want the woodcutters using, by fencing the woodcutters off with the one path from it on the other side leading to that races services and area first, right there, before exiting out of there
say you want bug woodcutters but going back to using cave rooms - have woodcutters fenced into caves, services in the caves, then a different entrance/exit to the cave
just make sure there's enough services in each area or they go longer distance looking elsewhere - but that's an issue regardless
it increases gameplay depth a bit more in a way, but gives you less control