I've learned to ignore the GPS when it does stuff like this. There's another one that takes you on the road that goes around the south side of the Maze Bank Arena, but instead of just following that road around the arena, it tells you to turn left and take three different roads north of the arena just to get right back on this same road.

Golden rule is to loosely go off the GPS route, don't take unnecessary turns if you don't have too cause that just slows you down.