that's because either you're using a non highway road with less than 3 lanes (with network anarchy you can use other roads than the 3L1W highway but they've gotta have at least 3 lanes) or because youre placing the roads with the ground only option enabled.
if you're placing a 3L1W highway use the adaptive road type option (idk what its called exactly its the default vanilla road placement), however if you're trying to use roads from the network extension 2 mod you gotta have them as ground only in order to make them work.