This is the lower-left corner of a map, so both of these road segments are looping off-map. I can reproduce the issue pretty consistently by deleting most of the settlements from a large map. The roads get regenerated every time I add or remove a settlement, but once these orphan segments appear it's hard to make them go away entirely.

I'm having a lot of trouble with "orphan" road segments I can't get rid of: little loops of road that extend off the map at both ends and don't seem to be linked to any town. Known issue?

Oh, I see -- it doesn't prevent your dice from becoming diseased, it just protects you against the damage when diseased die faces are rolled.

In Moonwood, capturing Giant Spiders (at least using the Preach ability) does not appear to provide the indicated immunity to disease.