I have 2 cities. In my capital, I have 1 out of 2 trade slots occupied. That occupied slot trades with my other city. The other city has 1 trade slot which is also free! So I could have three trade routes, yet even not even my second Trade Convoy works. When I try to establish a new trade route, I just can't connect it to any city. Quite infuriating!
The cities are 3 hexes from each other and there's no miasma between them (since the existent trade route works just fine). I'd expect to at least be able to establish 1 trade route from each city to the other, but I can't even do that :(.
Best Answer
It's a balance mechanic. It prevents explosive growth through trade that one could achieve if allowed to create more than one trade route between the same two cites.