Roads are broken up into sections as well, they are just larger. This is done for a few reasons:
1. Thermal expansion. Without some empty space between sections every so often the stress from temperature changes would cause cracks to form. Small gaps give room for the concrete to expand into, releasing the stress.
2. Larger sections are harder to poor. Pretty self explanatory, you want the entire section to cure at the same time.
These also apply on the smaller scale of sidewalks but there is also the threat of tree roots breaking sections. It is better for a smaller section to be broken than a larger one.
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