That would suggest the "break" in the data is somewhere in Desert Hot Springs, probably on one of the major "feeder" streets that would normally be expected to get you onto I-10. And possibly at a significant intersection so that it affects routing from places in town that would normally try to use those streets, through that intersection, to get onto I-10.
Streets which would normally feed you onto I-10 somewhere just past the point with the break (e.g. on the I-10 side of the break) will get "proper" routing.
The easiest way to understand this sort of routing behaviour is to imagine a real break in a road or intersection as if someone had actually taken a backhoe and dug a big, deep, impassible trench across it. Now imagine what the routing software will do when it sees that trench ... where is it going to send you in order to get you around it?
If you think about it that way and think about what parts of town get the right routing and what parts get the wrong routing, it's generally straightforward to figure out where the break most likely is and test for it.
If you take the time to do that (it's kinda fun, at least the first time), then you can make a note of the location and provide that information to Navteq (the folks who supply the map data to Microsoft) on this page:
NAVTEQ Map Reporter
If you don't have the time to track down the exact location of the break, you can still help the cause by reporting the example above to them and they can figure out what's causing it. They will be happy to get notified of the error either way.
...ken...