I agree with this principle but am not certain that the principle applies in this case. USBR 66 is only a list of statewide routes from a technical perspective, one that nonetheless matters to the extent that shields and other details can differ between the routes. What is USBR 66 Oklahoma a list of? Cardinal directions of USBR 66 Oklahoma.
If we were discussing named trails or named streets, I’d be more sympathetic to the idea that there shouldn’t be a relation and the same wikidata=* tag should appear on hundreds of individual highway=* ways, because we don’t have a very well-established relation type for a street as a whole. But we do have something called a route relation, and it’s intended for designated routes. The designated route is USBR 66, whether you view it through the lens of navigation (one national route) or infrastructure (multiple statewide routes). Westbound USBR 66 Oklahoma is merely a single direction of a route, but we have to model it as a route relation for computer science reasons that only matter to OSM and data consumers internally.