hmm---odd in English, but I go ON the main road is less odd and might be acceptable (In English). עם is the preposition for with instead of ב. I can definitely hear someone in English answer the question, "Do you use sideroads to get there?" with, "No, I go on the main road. No change in Hebrew, since ללכת does double duty for walk/go.
If you say “along the main road”, usually it means on the main road, but “along” also has the meaning of alongside but not on, such as in the sentence
“We'll need to walk along every inch of the fence to find the spot where the sheep are getting through.”
In order for translated sentences to be acceptable on Duolingo, it’s best to stick with the most common meaning, because the synonym which you think has the exact same meaning might not always have the exact same meaning.