I guess you refer to the vertical highway on the right (Avalon Rd.) in contrast to the one on the left (Alperton Rd.). The left one is tagged as highway=tertiary whereas the right one is tagged as highway=tertiary_link in the database. You can see this if you check the box at the bottom of the layer selector and zoom in a bit.
It is up to the different rendering styles (and there are many more maps available built on this database) what kind of objects they present and how they do it. Although omitting a complete highway does look like an error here I consider “tertiary_link” as an inappropriate tag for that road. “*_link” should refer to a ramp leading to another highway and is typically used in connection with motorways and trunk roads, not with lower level highways. That might explain why the developer of the cycle map style chose to ignore this tag.