The Road is a lot like Wanda's Hex (which is what I think Agatha was referring to when she said he had his mother's "tell" -- Agatha knew the Road was a myth and it had to be another fantasy pocket dimension).
Wanda was often perplexed by what her Hex was doing. She wanted to get lost in the fantasy but at times was aware exactly what it was when the fantasy was threatened.
Billy/William didn't know the Road was his creation because Agatha, over the centuries, set up "The Road" as being real. So, Billy completely bought into what his subconscious created. Just about everything about his experience of the The Road was prompted by his experimentation with witchcraft as can be seen in his room.
Sharon was dragged into the Road by Agatha because they thought they needed a Green Witch. At that time, Agatha presumed she was just going to steal her coven's power, which would have left Sharon alone, since Sharon didn't have the ability to attack Agatha with witch beams. But then when The Road was manifested, Sharon got dragged along. Neither Billy nor Agatha thought Sharon would be hurt/killed.
Collateral damage of powers is a cautionary theme of any 'powers' story, whether super, or mutant, or magic. Billy is horrified by it, and should be a warning for the use of his powers in the future.
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