I've only seen an upgraded road once and it was during the campaign between two cities only 5 tiles apart. 
Yea, I totally hate that, in my game, which is luckily very stable for it going almost close to the 300 turn mark (knocks on wood) it sickens me to see these poorly designed roads, especially since I have about 10 cities or so, at Level 4 and 1 at level 5. (Got about 22 settlements overall, and I'm not even the highest, the Kingdom of Umber has over 30 I think, so yes it's been a really fun game)
I can understand how the micromanage can be a hassle, but the best suggestion I can give, is one previously already stated, expand your borders, build in such a way that your influence covers the map, so the monsters won't spawn, then they'll be a little nuisance as best. Also, get use to that Empire tree, believe it or not it's actually very helpful to find out what cities have no construction going on. (If you see a gold square around the city, in the empire tree, that means there's no construction going on, so time to build) My only complaint with that, is if you expand past 15-16 settlements, the other cities won't show up on the Empire Tree (Or at least I haven't figured out how to get all my cities to show there yet)
The more I play it, the more potential I see in this game, but at same time, this game still needs a lot of work, so hopefully we'll see what version 1.1 has in store for us.
 To be fair, in this  game you can play different victory scenarios that  don't require that  end game messiness. What I am not fond of so far, in  addition to  tactical combat magic issues, is the fact that negotiating  with the AI  for treaties is...pointless? I am typically way ahead in  tech, way ahead  in every department and their tech pact has a way  higher value than  mine? What?
I think the problem is with  that is that all factions seem to take into account the Power Rating  more then anything else, a good example of this, was in my current game  I'm playing. I finally discovered Altar, yet they still didn't want do  crap with me, and then I discovered Capitar, Altar decided to go war  with Capitar, and I joined in, and in turn I ended up pretty much wiping  out Capitar. After I took 4 of their cities, their sovereign attacked  me (whose a royal in a pain in the ass with his freakin Morale buff,  arghhh...) but eventually I cut him from finally escaping, and actually  killed him, and yes his faction disappeared. (That needs to be seriously  re-worked, what's the point of having a son or daughter if they can't  inherit!, lol) Anyhow, I kept on moving along in my game, and then I  started to get annoyed at the Kingdom of Yorlin (misspelling i know,  sorry) taking up those nice Capitar resources, so I declared war on  them. They had some nice big cities, and when I conquered those, and  still in the process of conquering them, my Power Rating went from like  220, to almost 400, way above Altar's 300, and man was it easy to make  deals with them. Now I got a Alliance, a Trade Treaty (which I receive  10 more gold then them), and Tech Treaty, and it barley cost me any gold  or diplomatic capital. So yes, I think that also need to be re-looked  at down the line as well.