On the way is fine. It's a complicated story, after all.

Literal

On-the-road [with-で] good. Complicated talk [copula-で][also-も] exist [reason-から].

道々 'on the road, along the way' — a reduplication of 道 that means 'while walking/traveling.' でいい 'is fine with' accepts a condition. 込み入った話 'a complicated/involved story' uses 込み入る 'to be complicated, to be tangled.' The から gives the reason: the story is long enough that they can discuss it while walking.