Here's why:
* "Should have biked" is a modal auxiliary verb (should) followed by the past participle of the verb "bike" (biked). This combination creates a past perfect modal verb form.
* "Should" is a helping verb that modifies the main verb "biked".
* "Have" is another helping verb that assists "should" in forming the past perfect tense.
The rest of the sentence ("a less difficult route") acts as the object of the verb.