Hi Paul,
Bury to CHester however starts along the M66, goes straight through junction 18 to the next junction where you go all the way round the roundabout, come back on yourself to junction 18 and then turn left onto the M60 where the route is then as expected.This odd behaviour then continues if routing to places further afield that require the same initial route.
http://www.openstreetmap.org/?lat=53.5497&lon=-2.261&zoom=14&layers=B000FTF shows the junctions involved but I can't see how it can be data errors as some routes go M66, M62 westbound without problem and all 3 destinations mentioned above are on the same tile
I tried the Bury to Chester route on my eTrex and it doesn't go to the M66 but goes south directly to J17 on the M60. However, if I start my route a bit to the E of Bury on the A58 it does go down the M66 and then does the right thing and turns W around the Simister roundabout. So it appears to get that right. Can't explain why you're seeing badness there. Cheers, Mark