You are correct, if the winds were from the Southwest, they should takeoff on 22, not 4.
It would not be possible to cross Versailles Road if you are taking off on Runway 22 (or even 26 as a mistake!).
If you takeoff from runway 4, you would cross Versailles Road immediately after rotation.
The only built-in "gotcha" at Bluegrass is the intersection of 22/26... almost co-lcated -- dark early morning... gotta watch those signs and double check the DG when lined up!!