Hi Joel,
Although I do not know the Oregon that well, I bet that there is a setting which controls the way your satnav will calculate the route to destination. And in that setting you can (I keep on betting here) select something like "direct routing" -- maybe called differently, but meaning that your satnav just shows you the direction to follow to go to your destination in a straight line.
Now the setting in question might well be dependent on the "Profile" and/or on the "Activity type" that you have selected. At any rate, Garmin will probably have hidden it very well in a menu where you would not expect it...
My assumption is, that your satnav wants to calculate the route to destination "via a certain type of roads (like for cars, bikes, or hiking trails)", and that the routing information is not present in the map(s) you are using.
Good Luck,
Chris.