It seems that the peds would like to go through the ground an walk straight into the station without using path on the surface. Any fix for it?

option 4, sorry, for editing :)

Oh, the road connection is for several purposes

1. jobs, garbage etc
2. Easier for me to align it, see behaviour, try to create other MetroPed stuff, like single access underground, detached from station, placed ingame exactly over the platform in specific point etc
3. Usually metro is build along roads, or at least the stations and entrances. So you can place it and align it easier. I guess you will create entrances close to station, in a busy area. With roads :)
4. I didn't want to use again Mod Tools or Advanced Building 0.2 to change placement mode :)

Anyway, feel free to edit asset and use option 3. Almost sure you have to have enabled More Network Stuff while editing, because otherwise the asset breaks and connections between ped tunnel and pink path transform into tunnel entrances at ground level. Only while editing. The stations are tested in game without More Network Stuff

Thanks for the new MetroPeds. I assume the road connection is needed to prevent the hole in the ground when the station is lowered.