With Ghealdan being surrounded by Seanchan held territory on 3 sides, it really needs a road through the Forest of Shadows to the Two Rivers. Without a road the Seanchan would be able to have undue influence on Ghealdan through economic and political means. They wouldn't have to waste the resources of a military campaign to acquire Ghealdan, because with time Ghealdan would fall under the influence of the Seanchan Empire.

Or maybe I just have a history of playing to much civ 2.