"big sky" theory applies to the ground as well. If you're in a region loosely populated enough for brigands to operate, then you're also in a region loosely populated enough that a person walking from A to B need not do so on the roads.

Roads are a requirement for wide wheeled transports, they're very helpful for troops of soldiers marching abreast. But they're the next best thing to pointless for a single walker with local knowledge.