The complication here is that to date, all "connected routes" are part of a single system, like usai, usaus, or eure. There is currently no good mechanism within the system to specify that a road in usany is connected to one in usama, for example, because no _con.csv file spans those two systems. I'm thinking that to do so without code and DB changes would require a new system (usamsr?) which has copies of all the pieces of multi-state routes. I'm sure there are better solutions, though, that do have code/DB changes, but that would support this in a cleaner way. If this is generally seen as a useful enhancement, a discussion here of how it might work and a GitHub issue in the DataProcessing repository to make sure it stays on the radar would be good.
Also: BC/YT 37, BC/AB 49, BC/AB 3, AB/SK 55, SK/AB 17, SK/MB 57, SK/MB 49, BC/AB/SK/MB 16, BC/AB/SK/MB 1, and YT 1, 2, 3 (for their BC portions), and NWT 5 (for its border hops with AB).
Then there's also the complication of the international varieties -- US/BC 101 (discontinuous), CA/OR/WA/BC 99 (all discontinuous), US/BC 97 (and its Yukon border hopping), US/BC 395, US/BC 95 (AZ 95 also says hi), US/BC/AB 93, US/MB 83, ND/MB 32, 75 (discontinuous), 59, MN/ON 11 (discontinuous and more likely a coincidence), US/ON 71, US/MN/ON 61 (US and MN discontinuous), VT/QC 139, 243, 147, QC/VT 141, VT/QC 253, ME/NB 161 (connected by ME 161S), I/NB 95, and MEX/US 57. Of these, 101, 99, 75, 11, and 161 can be ruled out. (Someone should get MNDOT and NDDOT to reroute the northern fringe of US 75 over to I-29 now that MB 75 replaced MB 29). AZ 95, though an 'extension' of US 95, is really a spur, and is discontinuous to itself, despite rumours of unsigned routing along I-40 into California to Needles.
MEX 57 is likely discontinuous from itself, because of MEX 15D (which is certainly discontinuous from itself).
The overall point is whether or not the respective DOTs/MOTs consider these to be singular corridors with numbers assigned as such (ID/MT/ND/MN 200 for example) versus routes that happen to continue a designation (MN/ON 11 and ME/NB 161?).
But, speaking briefly of discontinuities -- what of the US routes we currently have up in Yellowstone? Once the National Park set goes up, US 20, 89, 191, and 287 will need to be addressed -- and that will break their continuity.