Ok, I now understand what you mean.
Actually, it does seem correct. Those two secondary roads were connected decades ago, but that area changed (and it's still changing) and the secondary on the right was diverted to avoid the town centre, which created a "hole" with residential roads in the middle.
The tertiary you mention was a workaround to connect them directly, but has no officially ref, which is why it stayed has a tertiary.
It's a difficult situation. 
I'll follow your suggestion, because that's the fastest route between the two and it even has the same road profile.