There are exceptions to this--such as when the interstate is completely shut down and the back roads have not been closed. I have had a few times when back road travel was the ONLY option and staying stuck where I was wasn't a good option either.

Last time was Dec. 2012. Storm hit Indiana. Shut down I65 completely. We had started in Illinois and had been heading to WV for Christmas. Made it to somewhere in, Dayton perhaps, by traveling backroads for hours. Every time something became impassible, had someone looking up which way was best to turn. Don't want to be in that situation again--but there are times that back roads are your only option.