Yes, taxes to pay for roads do indeed discourage economic activity.
This is a cost.
And the benefit that we get is the roads.
And in this case the benefits outweigh the costs.
But just because the benefits outweigh the cost doesn't mean that the cost doesn't exist.
Yes roads have benefits. They also have costs.
The benefits are greater than the costs, but we should be aware that the costs still exist.
And the benefits outweigh the cost.
In other words, if Option A is "get zero dollars", and Option B is "spend $1 to get $2", it is unfair to complain about B's "cost" (spending $1) in isolation.