For me, I look back on FH1 favorably because of the roads. The road up/down Red Rock Canyon is still the best road that has been in any FH game, and while they weren't all quite that good, it felt like the roads in general were more memorable.
Maybe I'm just remembering a bit wrong as it has been a long time since I've fired it up, but it also felt like the roads had a bit more variation in how they flowed into each other too. FH2 and on felt like they just made a kinda generally flow-y outer loop, then found a spot to put a long freeway through the middle so we have a high speed area, then just kinda randomly connected the rest of it together with roads of varying quality, and the only very unique roads were the ones around key geographical features. In FH1, it felt more like the different areas were connected by roads that had a bit of a unique feel for that route.
Maybe the memorability is bit of a trick though, as I'm not sure if a part of that is because you can't just blast cross country... In the latter games I feel like we often just blast in a straight line to our next destination so we can hurry up and get there (if we don't fast travel), so the roads don't feel as critical, they feel more like a suggestion. During the races there are walls to bounce off of at most corners, and in free roam even when you are following the roads, if you forget where you are or misjudge your speed and fly off the road, you just go "ah well whatever" and bounce through some trees and revert to straightlining to the destination. In FH1 we were locked in by the guard rails, and that meant we had to go places paying attention to the road the whole time and blowing a corner meant a crash into a solid rail that slowed you right down or stopped you.
It also felt like you learned each road better, because you had to spend more time on it and you had to remember where it went because you couldn't take a wrong turn and then go "oh wait I don't turn here" and just cut through a field to correct your route.
For most of the other Horizon games though, there are maybe one or two roads that stick out to me a bit, usually because they go around/on/through a key geographical feature that makes them feel more like a "natural terrain" course, and a handful of corners that have some good character, but are otherwise just kinda... generic feeling? Like there are a lot of really interchangeable roads out in the fields that have very little character both in terms of the road surface itself and the landmarks/reference points around them. For example in FH5, all the stuff around the stadium. They aren't truly bad, but they just aren't anything that memorable.
Some of them are kinda under utilized by the game though as well, without a race that uses them very much. There are definitely some roads that I drove on and cut corners and straightlined a few bits to get to a destination, but then when doing a race where I didn't have that option, I realized were alright.
The last 2 games have been pretty leaned towards faster classes, so I've kinda given up on seeing much in the way of roads that I would really like to drive. Roads that are fantastic fun in a sensible C-class car would be too technical and narrow for the 12 year olds in X-class cars that the game is obviously catered to, so I'm kinda expecting more of the same.