In the UK, I have not heard of any legal reason for avoiding a road. There was a pilot forum tale that the CAA pull your license after that but that is false.
I guess lighting and other overhead stuff are the real problem. On a single or a dual carriageway, the distance between the lights is not all that much more than the typical wingspan (10m) and if you hit anything you will probably lose control but you won't be low enough yet at that point in time.