Yes, would have been cool if it worked like a road.I've just had my first road to victory and there's one thing I find quite funny: this road doesn't even connect to a road! You have to connect the statue to the main road, but the road to victory leads you... well... nowhere.
There are a couple other buildings that also should work like roads - especially the bridges and plazas, but also all the other buildings that have visible paths going through it.
Also, the townhall should work as a street.