Wagon movement on completion of a feature
You are correct that the English translation of the rule says nothing about direct:


  ...move it to a connected incomplete and unoccupied road, city or
  monastery.


But this is just a (sadly typical) garbling of the original German rules which clearly state (emphasis added) that the feature must be directly connected


  ...oder in ein direkt angrenzendes Gebiet (Straße, Stadt oder Kloster)
  versetzen.


So the conclusion in the Annotated Rules is reached by referring to the original German rules for the game. Your interpretation of the English rules is fair, but the rules in the box are (as is often the case with the English rules for Carcassonne) wrong.