Getting roads with topography in CityEngine

I need to get a 3D model of both the terrain and the roads on/aligned to the terrain. However the import method I am using does not make useable files.

Following the process of importing map data in CityEngine, I

1. Click File -> Get Map Data

2. Select my region and check the download boxes
   

3. I leave the default data selected (when I select all I get an even worse result)

4. I click "Finish"

The results are pretty bad, with roads not making sense, floating the air, going halfway inside the ground, etc.

Is CityEngine not the best tool for this (I also have ArcGIS Pro if it is better)? Can this be easily resolved with some of the more advanced features of the downloader?