The route from the previous milestone is blocked.

[Pills]

We can no longer put a milestone and build a road through a gate.

The gate would always block travel but then you could just walk through the gate and continue anyway. The warning should ignore gates or atleast tell the player they can hold shift to ignore the warning
*EDIT* You can hold shift to force place it, nothing in the game tells you this though.

[Fostik]

It works like that since W11, this should be in C&I and agree that it's inconventient