You can see the path on the map, but the route refuses to take it. Check these three causes, in this order.
The map picture and the routing data behind it are separate downloads. Routing needs the data. An area you have only just panned to may have a picture and nothing else.
Use Map › Preload Visible Region and try again. This is by far the most common cause. It is explained in full here.
Routing follows the OpenStreetMap trail network, not the image on screen. A path that is plainly visible in satellite imagery is not routable unless somebody has also mapped it. Nothing is wrong with your route. The data simply does not have that connection.
There are two ways forward. Use the Straight toggle to connect the waypoints with a direct line. That is what it is for: the stretch where no mapped trail exists.
Or add the path to OpenStreetMap, if it is real and permanent. It then becomes routable for you and everyone else.
Avoiding unpaved surfaces, steps or steep climbs excludes paths that use them. The route honours that even when the direct line is obvious. Switch the property off and see whether the route changes. It stays configured, so you lose nothing. See how the routing properties work.