I'm perfectly within my rights to buy up a bunch of land, and build a road on it, and only let rich people drive on it. There are plenty of examples, e.g. exclusive clubs and the like. I'm allowed to sell water at whatever price I want: but if I charge too much, cities will use someone else.

The government doesn't have a monopoly on roads, they just built the biggest one (perhaps with eminent domain), and therefore won the competition.

When there is an enforced government monopoly (e.g. post office), they tend to do poorly.