If you plan with autorouting turned on in Mapsource and save out as a GPX, you get a file that looks very similar to the one Greenbank has - that is, a few Routepoints with loads of 'gpxx' points. I'm just speculating - that Mapsource can do this on its own.
It's on my list of things to do to check out what can and can't be done with each programme/website (Mapsource and bikehike). I've not done too many routes myself, and usually they've been done in a hurry, and never with Mapsource.
I have some time over the next few evenings so I'll begin to take a look and report back.
Needless to say, a couple of GPX files (to solve the out/back routing problems) for a long ride, all created on one website/program with minimal faffage is just fantastic for me.
The only thing you have to make sure of is that the GPS has been setup for the right kind of routing settings. I ran into trouble on the Snowdon & Coast 400 as it didn't like the look of some very small roads (the single lane road through Cwm Penmachno between the B4391/B4407 and the A5) that it wanted to keep me on the B4391, down through Ffestiniog and up the A470 to Betws-Y-Coed. I think I needed to set it to 'off-road' routing, but I've promptly forgotten what it was set to...