The battle was at the Blackwater Rush, the river that goes from the Westerlands all the way across to the Blackwater Bay (where Stannis the Man-is and his navy got roasted by Tyrion and Bronn). My guess is that they followed the river rather than taking the Rose Road to avoid potential ambushes by the various outlaw groups that live in the woods in that region. Not a bad idea, because going off-roading puts you in an area where you have wide, clear lines of sight and open fields. In fact the only thing that could possibly go wrong is if you were attacked by a marauding group of horse riders. Oh wait...