I could be wrong but I'm almost sure roads do'nt do a thing on islands. For one they are all too short to make a difference minus the Egyptian island of Salamis. Everytime I built a road/paved/highway and looked at the potential increased income there was none. Sicily is a little different as there are 3 other cities on that island to trade with.
If there is a difference it is so little that you will neve get your money back for building it.
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