Simple economics time - 1 level of civ is worth no more than $50/month.
(For a castle province - there _may_ be ways to get $10 extra if you
have an inn as well, etc). Half the level of workers is still 40 workers,
costing $80 a month. Thus, I'm spending money, plus noble time, for the
road, for a minor strategic benefit.
If you've garrisoned the surrounding provinces, every two levels of road
give 1 level of civ to an adjacent province, so a garrison in each
gives you $40, which _does_ mostly offset the cost of the road - but this
still means we end up with roads in a castle province and nowhere else.
Personally, there are places I'd like to put in roads, but unless they're
economically feasible, I suspect they aren't worth it for strategic reasons.