I think it depends on what you mean by road. One meaning of road is in the "silk road" sense, that is, almost metaphorical, talking about a link between places. Another meaning is in "dirt roads" or something similar; basic things that arise naturally from many travellers taking the same route. But I was thinking more in terms of "engineered roads", things deliberately built by some sort of centralised power. Typically with foundations and paving, such as those built by the Roman legions.I'm not sure I even understand the question--there were roads all over, from at least the Bronze Age. Because there was ALWAYS trade, and trade needs roads (as well as ships!). Heck, flint and obsidian were traded pretty widely in the Stone Age! Naturally most trade was pretty local, but we know some commodities went farther. It was most likely shortish "steps", a few city-states, or between coastal ports and the interior of whatever region. So it was no problem to find roads that crossed from one state or capital to the next, across rivers or through mountain passes, etc.
As I understand it, there was no specific "Silk Road", it was rather a long chain of individual trade links that spanned Asia.
The threat of invasion was irrelevant compared to the need for commerce. Plus, most states would be thinking of a road as a way to attack their neighbors! Sure, some of them built forts or walls to guard certain passes, so they *were* thinking defensively at least sometimes. But the fear of attack from the outside didn't mean cutting themselves off from the prosperity of imports and exports.
The first two must have had international branches since the dawn of history and beyond. But what about the "engineered road" type? Did the Senate ever commission the construction of a road from the empire to somewhere outside of it? What about the Persian Royal roads?