You are making the wrong analogy there, YAX. The Wisconsin road signs are not telling you which road you are on, while the California sign tells you which road you are already on.
Rather, the Wisconsin signs are telling you those roads are coming up ahead of you; you'll run into to them and can make a choice then. Those signs prepare you now so you can start making lane changes.
If you think about it, you can't possibly be driving on all of those roads at the same time, correct? So, you can't be confused about which direction you're really going but just be focused on which road you are going to take next.