When creating a course from an activity, how do I get the course to follow the roads?

When I create a course from an existing previous activity, the course does not always follow the roads exactly, due to inaccuracy. When I then ride the course, I'm getting messages to do a u-turn. How do I get the course to follow roads? Clicking on follow roads only seems to affect any routes manually drawn, not the existing route.

The reason I create courses from previous activities, is so I can pace myself against my previous ride.