Very possible it is an engine bug.
However, if you see triangles like in the screenshot, then the collision is not a “box”
(Ans this too could be an engine bug).
To have the street mesh bend around and provide collision you should make up the collision of the same amount of boxes as the mesh has subdivisions in the forwad axis (direction of travel?)
My regular road tiles are 10m long with 1m sections.
Each of those sections has a box collision or a UCX/UBX.
Whenever possible, dont use spline for it. Because with spline you cannot instance stuff.
A good road is made up of instanced parts, and has turns/twists you would otherwise need custom models for set to the spline instance.