Some of these lines go over water, but even though the water route represents the shortest path there is a perfectly fine 'land-based route' for land-based caravans to take.
Just a side note...
...in history, sea and river trade was preferred to land trade, not the other way around. Ships have many advantages over wagons, the two main ones being: 1) It's much safer that way, pirates tend to be less frequent and easier to run from than bandits, 2) you can ship heavy, bulk loads, something not possible with wagons (caravans bringing huge amounts of wood like in current DF are absurdly unreal). Then, to a lesser degree, 3) by going over the sea, you skip many taxation opportunities (normally taxes would be paid on "country" borders, but also bridges, ferries, city gates...). In your example, noone would bother to take the land route.
If you look at real history, coastal areas were always the richest, and the biggest cities formed next to the seas. It is no accident that the major civilisations developed in areas that have easy access to sea trade (the Mediterranean, the Sea of Japan) and that the land-locked areas (Russia...) or areas dependent on ocean waters, which are difficult to travel (Africa), staid underdeveloped.
I'm wondering if Toady intends to put some emphasis on ports and coastal cities.
EDIT: Looking over the screenshots again, it seems like humans indeed are attracted to the sea.