Due to technical limitations we cannot easily route across different continents. You can either split your route into two routes, one for each continent or you can use the straight line (beeline) mode for the segment that crosses the border.
It should be noted that we usually move the continent border to match country borders. For example between Europe and Asia you cannot easily switch from Europe to Russia. The border crossing to Russia usually needs quite some preparation, you should know which crossing you are using in advance, and the crossing can take several hours. The same applies for the border crossing to Turkey (instead of using the Bosporus). Other continent crossings require one to book a flight or a ferry.
We have no way to know which crossing is the best for your needs, so we think it's OK to live with the continent split. Feel free to let us know in our forum if you have a different opinion and how you would approach it.