SimCity undestroyable small road
It's a bug that is not fixable short of the devs releasing a patch. However you could attempt to fix this via natural disaster. Unfortunately/fortunately natural disasters don't destroy roads. However, if perhaps the game sees these roads in particular as part of a building (since they were used to upgrade one) then perhaps it will make an exception. I recommend unleashing a earth quake or comet on it and seeing what happens.