Agatha All Along’s final two episodes establish how, right up until Agatha and Billy’s coven sang the ballad together and created a doorway, the Witches’ Road never truly existed. It was just a myth that began in Agatha’s early days of being a witch and a new mother to her son. Spreading the idea of the Road’s existence gave Agatha an easy way to lure witches into the woods under the pretense of opening a portal, only for her to steal their magic. That was her plan all along with the present-day coven, and she probably would have gotten away with it, too. But in the show’s final episode, Agatha returns as a ghost to tell Billy that things worked out very differently in this instance because of his desire for the Witches’ Road to be real.
That plot point and Agatha’s insistence on remaining with Billy as a spectral mentor crystalized the degree to which Agatha All Along really was continuing WandaVision’s story — pushing forward its characters and also what a Marvel show can do.