One of the reasons people do use roads is that they are often flatter and in better condition, and you’re not competing for space with children and dogs. But better that than cars with all the risks that come with them (collisions and noise/air pollution).

However, the health benefits of regular exercise tend to outweigh the risk of air pollution (although perhaps not in severely polluted cities like in parts of India). So it’s probably still worth it that’s the most convenient place to exercise.