At the height of the Roman Empire (about 200 AD) Roman territory had 80,000 kilometers of paved roads. with about 400,000 km of total roads. If we are going to call what the Romans had roads we would have to call what everybody else in Europe had dirt paths.

Might help to define connected. Some roads are on islands for example. Should there be a good connection oversea? What's a good connection? Does a connection via dirt also path count? What about rivers? Does there have to be a bridge?

I think a clearer definition of what counts as a road is needed. Animals form paths and some places are just easier to cross than others. If several generations of people use a similar route to move their goods to trade simply because it's direct and avoids diffucult terrain is that a road?

I can't answer this directly but I can provide an anecdote. Loius Renault (founder of the car company) and his brothers used to participate in early French motorsport. In the last decade of the 19th century they would race cars at 60mph down old Romqn roads between major French cities. The roads and cars were so rough that they needed to bring a mechanic along to put their vehicles back together.

Is there a road from France to Britain or is it just a railway, and when did Finland get connected to Russia?