Like most things, it usually comes down to money. It costs far more money to have a road go through the center of a hill than it does to go over or around it. It's cheaper and easier to build a bridge at a narrow section of a river with solid bedrock on both banks than it does at a wider section with sandy banks that will need to be reinforced.

Another major factor is existing property roads and lines. Many years ago, "roads" were often just cart tracks or horse trails, upon which people just rode through the most-convenient terrain (avoiding muddy areas, thickets, craggy rocks, etc.). When those areas became more settled, property lines were often drawn based upon where the existing paths/roads were. Thus, if you tried to straighten out the roads, you would have to keep separating parcels of land and demolishing homes.

And, of course, climate must also be considered. You don't want to build a road right through an area that is prone to flooding or avalanches or wildfires, just to keep the road straight.