My hovercraft is full of eels!
Correct, you can place multiple roads on one connection. Keep in mind that the cylinders represent roads. The "lines" between the locations are connections.
Rule (E4.7.3) wrote:
ECONOMIC. Take a number of cylinders equal to the played card’s Rank. These cylinders must match your Loyalty. You may place these Roads on any Connection adjacent to the Location card matching the played card’s Location. You may place multiple Roads on the same Connection.