What does Will want to say with his response to Eric's bridge analogy?

Everyone always thinks they are on the good side or at least doing something neutral (and winning while doing it). That is a main topic of the movie and mentioned several times. Money is neutral; the people want it this way, even if they are complaining; they will only hang us if the system crashes, otherwise they take their share and nobody will be persecuted. There are decidedly no "evil" persons in the movie, up to the top management everyone seems to do a professional job and "just" trying to make money (even when the risk calculation go awry and chance hits or mistakes are made; they are human after all). "There are three ways to earn money: Be the first, be the best, or betray. And I don't betray."

So when Eric tells the bridge metaphor he tells Will that once in life he did something measurably, undoubtedly meaningful where the monetary work was just, well, for the money. This hurts Will who sees himself and his job as positive-neutral ("Money is just paper with faces so we don't kill each other when trading"). His snappy response for me was a way to level Eric's achievement with this. This aligns with typical business administration studies where you learn that monetary success is neutral so it is fine to maximize the gain and use it for whatever purpose you set yourself. This contrasts with Eric's engineering point of view where you can objectively measure a positive success. Will has power over Eric (health insurance, gratuity) so he shows his position by defining the ethics and degrading Eric's success.

If you like the long way home you can still take it, even with the bridge in existence.

I don't think it to be a coincidence that the other person who uncovers the problems isn't an economics graduate either but a "rocket scientist" (a specialised engineer turned broker for monetary reasons). It is a symbol that you need an outside view. Undoubtedly every professional could have calculated the business cases and risks correctly and discovered the mistakes, but in the movie the persons doing so are "externals". Both externals left their "meaningful" careers just for the money so this is a criticism in itself that a system can corrupt even if not a single person (in the movie) is evil or unprofessional. The catastrophe happened anyway.

Note: I saw the German dub only. The quotes may be a little off for that reason.

Will's comment is analogous to the sayings, "there's no helping some people," "some people are just a glutton for punishment," or "you can lead a horse to water, but you can't make it drink."

Will and Eric work in risk management at the firm. Their job is to warn the higher-ups about potentially calamitous risks such as we see unfold.

But there is only so much you can do if people just don't listen to you. Time and again in the film we hear that this (unacceptable risk from CDOs leading to total collapse) was raised as an issue more than a year ago, but was ignored.

You can build a bridge to help people, but you can't make them use it.

Some people like driving the long way home = It means some people like doing it the hard way even if it may hurt.

"In this movie" it shows that "Engineers turned financialists" are better than traditionally educated financialist with numbers and persevere to be more ethical. (proven by two characters "in this movie")