You can turn on Real Road Feel in Settings.
Settings > Real Road Feel
This isn't just cobbles, it's gravel, dirt, sand, wooden bridges and all sorts of other things. It also changes the rolling resistance for all trainers so gravel feels harder. In the Apple TV version of FulGaz there's an indicator that tells you which rides have Real Road Feel (RRF) in them.
This feature changes the rolling resistance for all trainers. For instance, when turned on the gravel will be slower than a smooth road. However, you will only feel the differences in the road terrain with the Tacx Neo with the mains power plugged in.