Citizens will walk across the map to a market if you give them the roads. I think it's a pulling system that puts weight on the closer resource, but if the only one available is far they'll go for that. This can be solved by
1. having a ton of markets so there's always a close one with goods
2. using a gate of granaries and warehouses so there's no actual road connection.
This is a cute map that makes use of the islands to keep people from walking from one side of the map to the other.