First of all, hey. Long time listener, first time caller.
Romans built roads all over their empire for a few simple reasons. First, yes, one travels much quicker on a flat prepared surface, whether a shod or unshod horse, oxen led cart, or leather sandals. The roads (made to shed water through use of a multi-layered building technique that is still the basis for modern highway construction) were the quick way to move legions from place to place, ensuring a prompt response to threats empire wide. Second, having a well constructed road system throughout the empire (from Spain to Turkey, from Germania to Egypt) boosted trade, creating an economy unrivaled in the west. Third, image, image, image- the Romans loved to amaze the hicks with truly revolutionary things, make 'em think you're unbeatable, and most won't even try.
All that aside, I would love to see roads in the game, and carts. A quicker path from town to town would be nice, and a way to make more money trading. It would be a good balance to see, half your guys defending the half driving carts, unable to protect themselves, or you chose to really be a bad boy and get loads of loot from the caravans with carts stacked with stuff.
All in all, if Rome had its hands in the area, it would have roads around, maybe not everywhere, but at least a few.