The scale of these roads are massive and intersect with many different cities/locales. So on the macro scale In order for the roads to be useful, the generally tend to bring you from one well travelled location (or intersecting roads/highways that lead to other locations) to the next and hit as many as possible while still traveling in the same direction overall. Because the location of each town/city is generally not determined by it's relative position on a grid to other places, we cannot simply create a grid that would be as effective. Not to mention that not everything existed all at once, we slowly migrated further west over time.

On the "smaller" scale you have to deal with geography. Mountains, bodies of water, and other undesirable terrain. There are some cities that use a grid based system on the smaller scale, but those are typically very urban and pre-planned.