Those houses are generally located far away from the road (farm houses) or are in some other way separated from the road way. If it’s a rural highway and houses are near the road, it typically results in a speed zone, even in desolate Nevada.
Regardless, living on a highway is not prime real estate.
The only time I see otherwise is if mountains or rivers are involved, or there is density (in which case it is sure to be zoned!).
With very low traffic density, you might build the house closer to the road (maybe 10m off, separated with trees) for just that reason – to save land. (Not all rural houses are farms.)