The greatest road system built in the Americas prior to the arrival of

In E, the subject of the sentence is 'The Inca Highway'
The phrase 'the greatest road system at that time' is a modifier that describes the Inca Highway.

There's nothing wrong with that!

'How you would have written it' isn't wrong either.
But it can be dangerous to be thinking of how you would have written something. Doing so can prevent you from evaluating the answer choice properly.
Mean to say, I hope you chose E despite your doubts. And it's good that you are clarifying your doubt.

Take this pair:
- The reigning Wimbledon champion, Simona Halep withdrew from the Miami Open because of a shoulder injury.
- The reigning Wimbledon champion, Simona Halep, withdrew from the Miami Open because of a shoulder injury.

The first of these is like answer E. The subject of the sentence is 'Simona Halep'.
The second is more like your version. The subject of the sentence is 'the reigning champion'.

These are the two core sentences, and both are correct:
- Simona Halep withdrew from the Miami Open.
- The reigning Wimbledon champion withdrew from the Miami Open.

Or if we take your example:
- The best airplane built in the XXth century, [called] the Lockheed SR-71 Blackbird was made from titanium.
- The best airplane built in the XXth century, the Lockheed SR-71 Blackbird, was made from titanium.

In this case the two sentences are
- The Lockheed SR-71 Blackbird was made from titanium.
- The best airplane built in the XXth century was made from titanium.

Both of these are grammatical! An author could choose either, depending on what he wanted to emphasize.

BTW we do not need the word CALLED (in your example). I don't think it's wrong, but it just makes the sentence sound awkward.