Build a road that is not set for city road in the simconf.tab.
After the city develop, the tile of intersection will not turn into city road.
(See the figure1.png. I built a 70km/h road along the pink line before I set a city, and remain the road.)
I check the source code and found that when buildings in the city are replaced and roads turn into city roads, the program checks only 4 direction.
(See the figure2.png. Simutrans program check N, E, W, S direction and see there are any non-cityroad)
So, if a intersection is built on the non-cityroad before the road turn into the city road, the road will never replaced by city road.