It does have to be that way unfortunately. It's the only sacrifice like that really on the map - though in Sinai it does it too (but there it's tolerable since it's desert after all).

By doing it like this (corinth to athens) we allow ships to be "pulled across the diolkos" if you own Corinth. Trade still goes through by land - if you check your settlement details - but it just doesn't go through by road. Sucks, but there's no way around it without ditching the 'diolkos' system, and that works too well.