I don't buy it. Here's why.
Your ONLY choice to continue on is through Grymforge. Later, when given the choice to go overland, your ONLY other choice is through the cursed land. They blocked off the Risen Road so you can't go along those ways either east or west to make it clear you have literally only two ways: Cursed Land or Underdark.
That said, the road's out. How are the tieflings getting to Baldur's Gate? Hmmm...