"OK, let me re-iterate and clarify once again. You can leave local highways but you cannot leave superhighways. The difference relates to the spaces that you are traveling between. As has been explained before, you can fly anywhere in the space between zones, but you cannot fly in the space between sectors, which is what the superhighways link together. To those insisting that the superhighway is a "loading screen" because you are locked into it, I can assure you that you are wrong. You still have control of your ship, and you can still see the universe zooming by outside. And yes, what you see is real, not a video.
Perhaps the confusion comes because of the way other games work. In X Rebirth there is no "loading" of different chunks of the game universe like there is in some games, because, as we always have done, we keep the whole universe running regardless of whether you are there or not. The sectors are there, the ships and stations are there, and we only get rid of data associated with little details that aren't needed if you can't see them, like animations.
The reason our older games had loading screens at gates was mainly because we had to load a lot of graphical assets in order to show the new sector you were entering, and that took time. With X Rebirth we have the wonderful thing called multi-threading, which means that we can load those assets in the background, mostly before they are even needed, and therefore we have no need for loading screens. And aside from restoring those little details I mentioned, which it can happily do without interrupting your flight, there is nothing else the game has to do at those times." -CBJ