A through road is for fast traffic, travelling longer distances, in large volumes. Motorways, trunk roads, bypasses, and so on. They are roads that human beings (either on foot, or cycling) should not 'engage with', by design - parallel routes should be distant, and crossings for these kinds of roads should be grade-separated.
The Dutch system of 'Sustainable Safety' means that all Dutch roads and streets have to be classified as either an access road, through road, or distributor road, under the principle of monofunctionality.