This is due to the fact that the first part of the mission takes place in the District 10, so when you go litteraly on the highway, this part of the map stays blue in the VISR mode ... But it's not loaded, i checked it.
(If you want to check it by yourself, you can try to do the complete out of map we explain here (in French, but with many pics) .)And in fact, if you go at the beginning of the mission in pan-cam mode, you'll see that the only way you can cross is the tiny way you cross during the mission ; there are invisible ceilings that are very near the ground all around the blue barriers ... So impossible to go out of map in the first part of the mission.
But i still don't know if you can load the District 10 during "Mombasa Streets" mission.
Tepec